Hey,
I also started to couple FSI and CHT simultaneously with OpenFOAM and CalculiX in the last days for a simple plate geometry, although it is not yet working for some other reason.
I was also facing this issue with CalculiX in the beginning and as I understand it, there are two possible steps in CalculiX for a coupled thermo-mechanical analysis:
*COUPLED TEMPERATURE-DISPLACEMENT
(documentation) and
*UNCOUPLED TEMPERATURE-DISPLACEMENT
where in the first procedure temperatures and displacements are solved simultaneously while in the second type of solution procedure in each increment the thermal analysis is performed first and then used as boundary field for the mechanical analysis.
If you are performing a Dynamic step and a heat-transfer step separately they should be performed in serial (e.g. if you take the flow-over-heated-plate example step and then the vertical-flap step: first heat-transfer for one second and then a dynamic analysis for 5 seconds). That is probably not what you want to do.
Hope that helps