Yes, this happens at my phone too. What helps is to stay at official winphone 8.1 cyan software and install the apps that you use the most (I know its alot of data) on your internal memory. Modern combat 5 is alot longer playable before it overheats then normal. GTA san Andreas is only playable for like 1-2 missions, then it needs to cool down before I continue. Returning to gdr3 doesn't solve this issue, I tried.
(couldn't respond earlier cuz of wpcentral app forum bug)