I have to disagree with the first answer you got -- I also have suffered weird body temperature problems at bed time since getting my anxiety problem. People suffering anxiety stimulate their adrenal glands, which can raise or lower body temperature depending on the person. Medication for emotional problems also produces temperature problems and sweating. Now, if you've been this way for your entire life, on the other hand, then it's not the anxiety, it's just you. Ever try showering before going to bed? That's what I've learned to do. And start without a lot of covers until your body adjusts, then you can throw more on top of you. As you can tell, I've been going through this a long time. It's uncomfortable, but not horrific.
Anxiety is not a thermostat, so has no effect on body heat.
Your claim of heat is either over-analyzing your body and imagining things are happening, misreading your other self diagnosed issues or just the way you are. You might be worrying and sweating more than you think, but in that case relaxing while sleeping would help
Lots of people without anxiety have sleep issues and it is a complex subject that often can't be diagnosed by anyone but a doctor.
I read a book whenever I can't sleep and my eyes get tired quickly plus the focus on the book helps relax me to go back to sleep.