Fireflies are very hot indeed, hotter than any temperature which occurs naturally on Earth.
In this picture different colours show different temperatures. The hottest parts look red and the coldest look blue. The bar tells you what temperature each colour represents.

Much less dense than the air we breathe - by a long way! They are one hundred million times less dense than the air we breathe. Even so, they are more dense than their surroundings in the Sun's atmosphere. You can tell how many particles are packed together from the colour in the picture. Red is where there are few particles and pale yellow is where there are a lot. By 'density' we really mean 'number density'. That is the number of particles in a unit volume. To get the real density we need to know how much mass each particle has.