Thanks PeeKay, it was just a thought... I'm sure that you are right about the incidence of actual fires related to thermal printing but worth noting that the thermal print dye in the paper is usually heated to a temperature of around 250C, albeit for just a few milliseconds.
I've never heard of a fire attributed to this either, although I have heard reports of "smoking" that were never actually pinned down or replicated and could well have an entirely different explanation.
I could certainly imagine the paper being ignited if it somehow became jammed in position and the print head also became locked in the high temperature state... although perhaps the carrier and dye layers may act as a retardant.
Seems like the battery was the culprit on this occasion though. Prompt action from those involed doubtless helped ensure a favorable outcome - well done!