Set the Environment temperature to 200 C because that is the temperature when the parts are assembled. Create the geometry so that each 200 C hub has radial clearance to the shaft at 20 C and that the two hubs are touching each other.
You will want frictional contact between the hubs and frictional contact be between each hub ID (Contact side) and the shaft (Target side)
You will need a gravity force to keep the two hubs touching each other as they shrink in length when the temperature goes from 200 C down to 20 C. At some temperature, one of the hubs will make contact with the shaft. At some lower temperature, the other hub will make contact with the shaft.
If Hub1 is the first to shrink onto the shaft, as Hub2 continues to shrink, I would expect a gap to open up between the hubs that were touching.
If Hub2 is the first to shrink onto the shaft, Hub1 will continue to touch Hub2 until it shrinks onto the shaft. But as both hubs continue to shrink, perhaps a gap is still created.
What the above scenario ignores is the temperature rise that occurs in the shaft as the hubs are cooling. That is where it gets interesting.