Your car won't show any cat codes. Beginning 95 - 96 USA spec cars got OBD 2 that will show cat efficiency codes.

How long have you owned this car? Has it always been cold then suddenly got hot? ( under the same weather conditions ) Cats overheat due to external issues and not on their own. If the engine is running too rich / miss firing the excess fuel is burnt in the cat causing it to overheat. When this occurs you will feel a wave of heat / burning smell rolling out from under the car when you open the door and step out.

My 97 SL320 gets very hot in the console area under the now removed radio as does the shifter lever. My cats are not overheating and all heat shielding appears to be intact. This heat isn't coming from the heater core either as I have added a valve opposite the factory valve.