Okay, I apparently really want a hot bath... I used the university reference database and found a few studies...
In many studies, essentially, it seemed difficult for researchers to separate hyperthermia (high body temp) due to fever from hyperthermia due to, say, a sauna. So any issues found could have been from underlying disease processes related to fever, OR could be related only to body temperature...
In the International Journal of Hyperthermia (talk about specialization) there was a study done on temperature elevation during pregnancy. The study is from 2003 - I'll post the abstract here and if you'd like to read more, the title is "Effects of heat on embryos and foetuses"
Objectives : This paper reviews the effects of elevated maternal temperature on embryo and foetal development in experimental animals and in humans. Conclusions : Hyperthermia during pregnancy can cause embryonic death, abortion, growth retardation and developmental defects. Processes critical to embryonic development, such as cell proliferation, migration, differentiation and programmed cell death (apoptosis) are adversely affected by elevated maternal temperatures, showing some similarity to the effects of ionizing radiation. The development of the central nervous system is especially susceptible: a 2.5°C elevation for 1 h during early neural tube closure in rats resulted in an increased incidence of cranio-facial defects, and a 'spike' temperature elevation of 2-2.5°C in an exposure of 1 h during early neurogenesis in guinea pigs caused an increase in the incidence of microencephaly. However, in general, thresholds and dose-response relationships vary between species and even between different strains of the same species, depending on genotype. This precludes rigorous quantitative extrapolation to humans, although some general principles can be inferred. In humans, epidemiological studies suggest that an elevation of maternal body temperature by 2°C for at least 24 h during fever can cause a range of developmental defects, but there is little information on thresholds for shorter exposures. Further experimental and epidemiological studies are recommended, focusing on stage-specific developmental effects in the central nervous system using a variety of sensitive assays.
So essentially, there isn't much data available for shorter term rises in *human* maternal temperature (certainly as of 2003 and from what I can tell there hasn't been a lot of progress...) There were several studies I found linking hyperthermia to neural tube defects, but this is certainly of much greater concern in very early pregnancy.
For me, I just "use my judgment". I have taken my temperature at times if I felt worried, and I keep the bath water around 101c and don't totally immerse myself in it until it cools down a little more. That said, I will definitely have a truly hot bath once the lochia is a bit settled down!