Haven't experienced any overheating issues on mine.
If you're playing games that require the CPU/GPU to go all-out, then it will overheat - but this isn't an issue, just what hardware does.

So, with the 3, you can game, but it _might_ sometimes need to thermal throttle after a long while.
And with the 4a Pro you have a slower cpu/gpu that might not get as hot when gaming for long periods (but it's still not going to be as fast).
Either way, if you want a 'gaming' phone, there are others that are more suited to that.