Thanks, Kenn, for that thorough explanation. I believe that the heat source is coming from the exhaust, given its proximity to the metal plate the footboard and footrest are attached to. That metal plate got extremely hot on a recent ride, and a lot of very hot air was coming out of the passenger footrest mounting holes. I'm going to see if the dealership will investigate the matter while it's under warranty.
While riding over the past two months 5,000 miles in high temperatures in the southern states, I became curious about how well the cooling system worked. So I did an experiment while riding a long stretch of road without commercial traffic and intersections, the Natchez Trace. I set the cruise control to maintain a constant 4100 to 4200 rpm for about an hour. The Spyder ran cooler than usual at 1/4 on the temp meter. I'm usually riding at a higher RPM/higher speed, and the temp meter is typically at 3/4. The temp meter has only been at halfway or lower this summer while riding in the rain or in the cooler morning and evening temperatures. Halfway and 3/4 are not indications of problems, of course, and I understand that to be normal. The sustained 1/4 temp reading surprised me, and it convinced me that the cooling system works adequately. Still, adding a fan to the oil cooler may be worth the investment for all the benefits it would provide. Cheers!