I don't think I am the best person to answer this because as it stands, I am basically symptom free and haven't had any heat sensitivity related to MS since being dx. But, the teacher in the class made a comment that struck me - she said that she had turned down the heat and if we wanted to heat it up, to do the more difficult versions of the poses and it would heat up our core.
maybe it's not necessarily the temperature of the room that will affect you but your internal temp. So you could perhaps do the easier versions of the poses?
In any case, I think a non-heated yoga class would be a great place to start and you could work your way up to heated if that's what you'd really like to do.