Hi Laina,
no, an african pygmy hedgehog is NOT the same as a tenrec. They are completely different species and are not very closely related, they just look alike.
This is called "convergent evolution".
As to your question: I would strongly suggest not to house a hedgehog and a chinchilla together, I'd say they are too different in temper and also the hedgehog's quills might hurt the chinchilla.
David