Almost.
I think I had a heat stroke doesn't fit with the rest. Heat stroke is a much more serious medical condition than "getting too much sun".
I think I am affected by the heat says you are affected by the heat normally. It is your usual response to heat. You may want to say
I think I am being affected by the heat if you want the meaning to be closer to the meaning in the other sentences.l
I think I've sweltered. is not correct from the point of view of usage. :(
We would say
I'm sweltering. It's a feeling that you
know you have, so you can't
think you have that feeling. It's like saying
I think I've got a headache.
Also, the present perfect would not be used in this context. You could say, however, "I've sweltered long enough in this heat. I'm going inside where it's cooler."
Otherwise, you are completely correct. They all say basically the same thing.