Forge-worms are large bugs which flutter about the hearths of forges. They rely on the high temperatures of the forge to stay active and immediately fall into torpor when their body temperature falls below 1300°C
However forges are rather recent to the world, at least compared to the forge-worms. Hence, the forge-worms would need to have a natural habitat in which to dwell: This habitat must be hot enough to keep the worms alive, as well as having a source of energy and carbon by which the habitat's ecosystem can endure. Obviously it cannot originate from human intervention. Ideally the habitat should have an atmosphere similar to that of a forge's hearth
The world is pretty much Earth-like and has all types of natural features that occur on Earth (i.e. volcanos, fossil fuels). What natural habitat could these forge-worms dwell in?