no it is not normal, the screw and nut behind your nut that holds the wire may be loose causing more resistance and getting hot,,,once everything is cool... check to see if that connection screw is loose,,, wobbles... if it is,, remove the top nut that holds on the wire, then any washers,,, and you will find another nut,,, tighten it,,, .. the screw head you are unable to get to because it is enclosed in the sheathe.. do the best you can to hold the screw and tighten the nut closest to the sheathe...
that should take care of the nut getting to hot