I want a creature to be able to set itself on fire when in danger, but I need a way to protect tendons and heat sensitive organs like the brain and kidneys.
I'd imagine this creature to have a perfect insulation method evolved after millennia of heat stress caused by wild fires and eventually it evolved a mechanism to set itself on fire and exploit its own resistances. Now to burn, it needs fuel and fat tissue is the best around, so good in fact people used it for centuries to make explosives.
The immolation mechanism would be kind of like a lizard losing its own tail on purpose, but more extreme. Now there's a problem, cancers.
Cancers are not a chance, they are a certainty, if an animal regenerates fast enough and lives long enough it is implausible to not see a few cancers. When we also add smoke, we have a recipe for disaster.
Can cancers be isolated on the regenerated part? Imagine that animal having to rebuilt its skin once or twice a year... Many cancers are to be expected, but if the cancer remains isolated on the skin, then burning it off won't be a problem... If it spreads then the animal won't live much.