Hi, prior to me getting the xp941 I also had the Crucial M550 - this was detected under the RAID controller in the BIOS, however the xp941 isn't (perhaps as this is a PCIe device rather than SSD). I haven't had *any* issues with booting from it, but at the same time in the MSI BIOS there is no explicit option to simply select 'Boot from m.2'. I think it just boots as the UEFI partition is present and active, but I have to admit the m.2 BIOS support needs some work to make it more intuitive.
Heat - I can't comment, there is no surround, it's just a tiny pcb with a few chips on. As long as there is air flow across the board I'm not concerned at all.
Cheers.