I haven't dealt with harmonics on a neutral. Please post your findings here.

If the phase conductors feed into a main breaker in the panel, the heat could be coming from the breaker.

I had a harmonic problem that was tripping a breaker. Every year the molded case breaker had to be replaced. The customer's decision was that it was cheaper to suffer down time and replace breakers every year than to install a harmonic filter. It was on an oil well, so I assume that the harmonic correction was very expensive.