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A heat sensation or sudden feeling of warmth can be a sign of blood clot or deep vein thrombosis. It can also be due to pinched nerve or due to diabetic neuropathy. For diagnosis first a duplex ultrasound or color dopplar would need to be done. If this is negative then a nerve conduction study and test for diabetes. If there is a chance then if everything else is negative, then lupus may need to be tested for.
Since I cannot examine you and know other related conditions you may be having, nor is a detailed history possible on net, I have listed the various possibilities that should be looked into. Please consult your PCP to run tests and examination to clinch a diagnosis.