In the second fight with the female Titan, at the end, Eren's Titan gets some orange lines and fire. What is that? Is it some special power particular to his Titan just like the female Titan can harden part of her body when fighting?
I believe it's heat from the extreme regeneration he's undergoing. Normal Titans emit steam from wounds as they heal; it makes sense that accelerated healing might emit more heat to the point of glowing. (From a chemistry/biology standpoint this could be seen as a waste of chemical energy, but we're talking about a person who can summon a lightning bolt by biting his hand and somehow use it to grow a fifteen-meter body around himself!)
I agree with DaniellYancey in the fact that it's due to the extreme regeneration he's going through. The lose of his left arm and right left as well with being stabbed through the abdomen when he was punchered straight through the abdomen. I would also propose the idea that due to his extreme rage level against Annie, perhaps this also factored into the conclusion?
Remember when Reiner rammed one of the gates, it generated a lot of body energy which is why he breathed out steam as normal humans would in the same situation but only visible when in a colder climate. The same with the colossal titan, it requires a constant amount of energy which explains the large amounts of steam and short transformation duration.