Resistor overheating
What power does the parts list specify for R4? The output current is up to 2 A, then a 2.2 &Omega; resistor will dissipate 8.8 W. A 3 &Omega; resistor will dissipate even a lot more: 12 W. Even at 1 W a small resistor will get hot.

Now the thyristor only conducts for short periods, in order not to have a higher voltage on the smoothing capacitors than necessary. And here Wouter brings up an important point. If the current is pulsed it will cause a lot more dissipation. At a constant 2 A current the 3 &Omega; resistor dissipates 12 W. If we pulse 20 A at a 10 % duty cycle we get the same average current, but when we calculate the dissipation:

\$\mathrm{P = 10\% \times I^2 R = 0.1 \times 20^2 \times 3 \text{ W} = 120 \text{ W } !! }\$

Note that the circuit was designed to reduce power dissipation in the voltage regulator's power transistor.