Wheel getting hot.

I just changed my brakes, first time i have done it. Everything went well, no more noise and everything. I lubed the caliper where needed and checked the Caliper Slide pins and they moved seamlessly and were well off. i used a toothbrush to clean off the gunk and stuff as well, no water or anything. I aligned everything properly, or so i thought. I did have an issue with one bolt, the one circled in red. When i got the bolt through the blue and into the red i tightened it a bit and then as i tried to keep tightening it, the part in red and ended up spinning with the bolt. It would not tighten until i took a screwdriver and put it in between the D shaped part, and where it was supposed to stay. I don't know if i am explaining it well and i don't know how else to explain it. But that is what happened. I ended up being able to tighten it and it stayed so i assumed it was all good. Could that have not tightened right? I read that the smell and heat could be caused because the caliper slide pins might not be lubed as well. I would appreciate any help.

The part in red is the slide pin, and it is basically free floating (other than the rubber dust boot) in the caliper mounting bracket. The fact that it was spinning when you attempted to tighten the bolts says that at least it wasn't seized.

There are flats on the slide pin in red that you can hold with a thin wrench while you tighten the caliper bolt. The wrenches are not easy to find. I end up using either the screwdriver method you mentioned or I use one of my bicycle cone wrenches.

-Rod