How warm/cool/cold your snake feels is a very relative thing. It pretty much depends on the temps of your own hands. If your hands are nice and warm, then the snake may feel cool to the touch. If your hands are chilled, then the snake may feel warm. The snake shouldn't ever feel icy cold though. How the snake feels in your own hands isn't a good way to judge if its being kept at the proper temps.

As suggested, if you can describe your set-up...heat source...ways you measure the temps...what your temps are...etc...then we can help you evaluate it.

I'm confused about the pillow case statement, too. I put mine in a case when I'm cleaning their tubs...it's just for a minute or so, depending on how dirty the tub was. I also put them in cases on the rare occasions when I have to transport them. Sometimes they will relax right away and sometimes they will "explore"...I don't think the pushing against the cloth means anything more than that. But if you're using a bag for anything other than a very temporary holding solution....???