Please add some info about your setup, as detailed in https://retropie.org.uk/forum/topic/3/read-this-first and use the correct category for your posts (I moved your post to the support category, where it belongs).

The hotkeys are automatically added when you configure your controller in EmulationStation, can you post the controller profile generated for your controller, located in /opt/retropie/configs/retroarch-joypads ? There should be a .cfg file named after your controller, which contain the configuration of the controller.

If the heating is still present if you exit EmulationStation, then the problem is somewhere else - just exit EmulationStation and leave the system to run for a while.

Is the problem with the theme? Or because I'm using Retropie 4.3?

I don't think the version has any influence, but why use such an old version ? Do you have anything running in the background besides EmulationStation (music scripts, input handling scripts) ?

Did you do any soldering/modifications on the Pi ?