To the OP, I would guess you have two separate issues here, a potentially duff SD card (Although your format may have sorted that) and the battery issue, I have a 1520 so no direct experience with a 950 (Thinking of buying one to tide me over till the HP comes out and then give to wife).
Overheating tends to happen when the phone is "Busy" doing stuff in the background, I know this was the case on my Surface Pro 3 and my 1520, the Surface was cured by a simple settings change that stopped an MS process, the 1520 was sorted by going into the settings, battery saver and studying what was using the battery and the processor as well (The processor running at full blast is highly likely the source of the heat), in my case I found that MS Health was going into overdrive, using up to 50% of the battery (And I guess processor power to use up the battery), I disabled running in background for that app and my phone went back to normal.
Normal for me is still a knackered battery but then the phone is nearly 2 and a 1/2 years old and why I am considering the 950.