Yes, there are some heating issues with the Yu Yuphoria. This smartphone does go to 36- 37 C at the time of charging and playing graphic intensive or demanding games. But you need not to worry about such temperatures. The one thing you should keep in mind is that Snapdragon processor emit a large heat when exhausted for long periods. What I mean here is simple - as long as you play graphic intensive games for longer periods, the device will start to heat up!
But apart from intensive gaming, you would not experience any heat issues with it. I want you to take here the example of Xiomi Mi4 which everyone reported as a hot iron bar. Now, this smartphone is priced at Rs 15,000 and it gets heated up even while attending calls. Whereas Yuphoria despite being a budget device does not show such symptoms. Moreover, for better overall functioning, I recommend you to reboot your device after every prolong gaming sessions. Moreover, there is an update something related to battery, I highly recommend you to install this update as it has several minor bug fixes.
I find that the harder I work, the more luck I seem to have.