When you get a model to solve, you look at the areas of highest thermal gradient, and use Mesh Controls to selectively increase the mesh in those areas. Create a Coordinate System at that location then use a Sizing mesh control on the body/surface and a Sphere of Influence for the smaller elements around that Csys.

The error is due to improper boundary conditions.  Try making a simple thermal model with just a few faces or surfaces and see what a successful solve looks like first, before you try this very complicated model.