Hello and welcome to the Senior Health Forum I am glad that you found us.
There are many similar complaints of these warm or hot sensations that through out the MedHelp site. You can find one of them at this link: http://www.medhelp.org/posts/Undiagnosed-Symptoms/Strange-feeling-of-heat-in-my-leg/show/200073
Some believe it is a nerve or maybe hormonal related. I am sure there are different reasons that accounts for this bothersome sensation.
Have you consulted your physician? If not please do so. If he/she has no answers then please seek a second opinion. Whatever you do don't give up. I know searching for a reason can be very frustrating but keep your chin up and don't stop until you do find a solution and treatment.
I hope you will let us know how you are doing. I wish you the very best.