I mentioned previously but wanted to again.
I had issues with my 15 pro max getting hot, never had the warning come on, but you could tell it was not normal. Mine did it most when talking on the phone for over 5 min.
About a week and half after activating it and getting it set up it was better. No heating up like it was when on a call, the battery is better, etc.
I know it has been mentioned - but anyone that uses a cell phone knows that at times it heats up - when charging, excessive use, etc. But I have never had any phone until this one have a problem with heating up to the point it is almost to hot to handle. But now it’s fine. Whether it was that the phone finally got all squared away after being set up or the software update did it - but it is working better than my 13 Pro Max that I had.