I use a flydigi wasp wing pro when I am cloud gaming on Dex with my S20, and yes the case does insulate the phone (which is one of the reasons that batteries degrade faster on cased phones than uncased phones) the degree of insulation depends on the material and thickness of the case, and direct application of the thermal pad to the phone itself at high temperature locations (usually where the battery connects to the PCB or where the power input connects to the battery, most phones have thermal imaging videos searchable on YouTube that can help you figure out where the hottest spots are) is much more efficient than trying to cool the phone through a case.