Best way to heat attached spa

I have a 30,000 gallon in-ground pool with an attached spa. Typically the spa drain is closed, the main drain, shallow skimmer and deep-end skimmer are open. I have a heater with dual mode (pool or spa) capability. If I want to just heat the spa, what is the best setup for the drains? If I close everything and open the spa drain (and set the heater to spa) the water level in the spa drops by about 3-4 inches. Is this normal? Is there a better way to just heat the spa?

Thanks in advance.

You should have valves to kill both the pool suction and the returns to the pool, so that you can run just the spa. It sounds like a return to the pool is still open when you are trying to run just the spa.