Hypothalamic breakdown and effect of temperature on membrane lipids
If you supply heat to a system, the entropy increases which results in destabilization of order. This is a general thermodynamic principle and you can refer any basic book on that topic. However, it is not essential that all molecules would be affected equally. There are heat-stable enzymes in thermophiles such as Thermus aquaticus which are resistant to heat. Also the membranes in these organisms are made up of stronger and more rigid isoprenoid lipids.  

Even in mesophiles, lipid membranes with higher content of cholesterol are rigid and more resistant to thermal movements. 

On Breakdown of thermostat:
The body can regulate the temperature only in a certain range; at higher temperatures these mechanisms will fail as well.