in thermal analysis, the software doesn't know anything about the fluid other than what you tell it by applying convection coefficients
in a flow analysis, the air is handled through CFD
this is going to be a really hard problem to solve in thermal, do you have access to flow?
my suggestion for either tool is to start with a really simple example that you can validate, make it work in the software then start small with your big problem and go from there.
I don't really need to do the flow analysis as the air will be stored and heated and it reaches the desire temperature 1100K then it will be released by opening the valve.
I need to simulate the heat transfer through the parts to the shell.
I hope the idea is clear to you
lets start with a really simple example
you have a block in an air stream of 1100k
in thermal analysis you could apply a 1100k temperature on all the faces, but the answer is simple, it will be 1100k in a steady state analysis
in reality a better condition will be a convection coefficient based on the flow. to add accuracy, you would have different conditions on the front of the block vs top and bottom vs sides vs the back. but if the environment is 1100k and you have no heat going into the block the temperature of the block will be 1100k in a steady state analysis.
now if you add heat to the component, the temperature will likely be different than the wall because you have a heat balance problem.
what i'm trying to show here is the simplicity of a thermal analysis vs flow. in flow we wouldn't estimate the convection coefficient, we would let the sfotware handle that.
now for your case, we add a shell around it. the shell and the block don't know anything about each other. but what we would do is on the inside of the shell is apply a similar convection coefficient as the walls of the block. on the outside of the shell we would apply a temperatuer that simulates the environment or a convection coefficient that simulates the environment. either way, they aren't linked and if they aren't touching, theoretically could be analyzed on their own.
in flow, they would be linked by the air in between them.
hopefully this helps you better understand how to get started with your analysis.
I apreciate your time writing this answer I didn't get the whole idea but I will try to simulate it with flow simulation by setting the heat transfer boundary conditions.
The best way for this calculation, you need to use Ansys. Please let me know if you will need some help.