Shortly before the missile attack, a mass shooting occurred in Tel Aviv. As police were investigating the area, they found themselves seeking shelter from incoming missiles
That was this strike
It heats up as it travels through the atmosphere at Supersonic, then hypersonic speed. How do you think modern heatseekers work? They can pick up aerodynamic heating.
There's no heating up in space. If heat is the source of interception, then the interceptions are happening either at launch or at terminal phase which we can see in the videos as not much intercepting. At launch, the missile will go into space in a matter of minutes; really not enough time for any intercepting. In fact, we cannot even see more than a few interceptor launches from the ground.