If Tornado wasnt stopping then the crew would have just let it coast through without taking power, the exhaust wouldnt have been any hotter than a DMUs exhaust so not likely to be an issue.
It is not just heat, but smoke that is the concern.
When a steam loco is running, the exhaust steam is directed up the chimney thereby creating a draught that sucks fresh air into the fire.
The harder the engine is worked, the greater the draught.
If the regulator is shut, no such induced draught is available and the fire is more likely to smoke.
This may be observed when a steamer has to stop unexpectedly at a signal, heavy smoke often results.
Smoke may be reduced by reducing the rate at which coal is added, prior to a planned stop or planned need to coast.
Alternatively the blower may be put on, this directs live steam up the chimney thereby improving the draught and allowing the fire to burn cleanly.
Use of the blower increases steam production and if used to excess will result in the safety valves lifting which wastes water and fuel and makes a displeasing noise.
When a steamer makes an unexpected stop, steam may often be observed from the safety valves, for a planned stop the fireman would usually avoid this waste by allowing the boiler water level to drop a little beforehand.
Then the blower may be put on to avoid a smokey fire, and when the boiler pressure approaches the maximum, then the injector(s) may be used to fill the boiler and keep the pressure down.
If the stop is longer than expected, then turning the blower off causes smoke, and possibly still some waste from the safety valves, whilst putting the blower on gives a clean fire, but greater waste.
In the case reffered to above, I would expect that Tornado ran through the station at a fairly steady speed and with the regulator partly open.
Provided that firing beforehand was modest, very little smoke should result.
In years gone by, the lifting of the safety valves or the emitting of dark smoke within a terminus would result in the crew being asked for an explanation.
A valid excuse would be delay in departure.