There's also a key difference between topological temp changes and core temp changes, the tummo Buddhist monk studies are looking mostly at topological changes as a result of core temp changes which look more like metabolic rate changes, one of the key variables they pay attention to is lack of shivering to induce the temp change.

I dont have the link anymore but I read something about how our bodies have vagal neurons that allow us to sense inflammation and modulate immune activity as a result so I think we can even manually control immune response.

People are capable of a lot of manual control over their body but its mostly a result of awareness of the mechanisms and practicing the skill, I think the reason for most people not doing these things but various animals do is because they basically spend all their time being attentive to their body without much reason to distract themselves like us humans.