1. If it is stronge coupling between thermal and stuctural, you can use the element type for coupled field such as SOLID227 which has DOFs for thermal and structural.
2. if it is weak coupling between thermal and structural, you can run thermal firstly. And then transfer DB to structural. LDREAD can directly read temperature results at each step as load for thermal stress calculation. I think it will be more suitable for your case.
Do the thermal first, find the most critical moment (highest thermal gradient), get the thermal results for that moment, impose the thermal result as input to the structural analysis, solve it and get the result.