Miracle

[paulpablo]

Which organs in human body can sense the heat similar to skin?

In mammals, temperature receptors innervate various tissues including the skin (as cutaneous receptors), cornea and urinary bladder.
That's according to wikipedia
But it really is beside the point.  It isn't necessarily the heat from the flame causing the pain but also what the heat is doing to the body.
This isn't a case of someone sensing heat from a radiator close by, this is someone being thrown into a fire powerful enough to roast through skin.
Close proximity to fire burns holes in things, a tear in the stomach lining would cause pain whether or not the stomach has heat sensors, the actual pain sensation would be cause by the physical damage done by the fire rather than just the bodies thermal receptors.
If you continually burn a live human body through the skin and into the internal organs, and the person is magically being kept alive which is the case in the afterlife according to you, then the fire would burn holes, rip apart and incinerate internal organs.  This might not result in pain being felt via some internal organs but definitely from any internal organ that feels pain from physical damage.