While it could be quite interesting given that our own starship heat is a
major theme in almost any Thargoid encounter¹, unfortunately I believe Thargoids have no notion of any special weapon effects applying to them, including those which cause heat. Applicable weapon notions are the anti-xeno damage, the Piercing, and against Interceptors the Breach damage (although not the Breach
chance; striking an Interceptor petal either always succeeds if exposed or always fails if hidden).
Even if heat-causing effects did apply, please note that such effects alone cannot actually
overheat a vessel; only the pilot can do that. For example, if one uses Thermal Shock on a Cytoscrambler in a hazardous RES against a pirate which has no heat sink, said pirate will stop boosting rather than overheat itself.
1. I am surprised continually at just how blind Thargoids can be to a cold vessel. All it takes is an Armoured power plant and a bit of distance, and incoming Thargoids will not be able to find you. With silent running, one can get very close if it is not already aware. If a Commander with a Low emissions vessel parks it some distance away from a Wing fighting Interceptors and switches off the Thrusters, any incoming Scouts will ignore the fight and try unsuccessfully to find said vessel, then leave.
Im not at the point where i can take on the thargoids yet
Depending on how you would like to approach it, I wrote a guide which does so unconventionally but more accessibly; if you are interested, take a look at
Destroying your first Thargoid Cyclops with minimal equipment, upgrades, flying and effort. That approach is quite lazy and can not really be progressed much further, though—only a more nimble vessel, good flying to avoid attacks and good aiming to remove swarms and petals can do that.
Invasions are also scarce at the moment, although now we have Conflict zones aplenty in those Control systems closer to us, minding that you will need a port or Fleet carrier in a nearby system for repair and restock.
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