Ask your farrier if there is heat -- it may well be just his regular temperature and you notice the difference between the hoof and the fur. Try feeling down the leg, close your eyes and see if you really truly do feel heat.
Based on the pics you've provided I can't see why those feet couldn't be pretty darn close to perfect after the next trim. However, pictures can be deceiving. And yes, if his feet were very long and a lot was taken off at once when he first came from Camelot, he may have been sensitive for a time. Shouldn't be any more though.