A set of Lego compatible bricks, gears, chains, axles, and pistons components, made from metal and/or ceramic, all made to be highly heat resistant, with the pistons able to withstand very high pressures.
Plus, some un-lego-like components:
An assortment of valves (including rotary valves (ball
type and butterfly type) and push valves (poppet and gate), with some of the push valves being spring loaded to return to their original position when released, and some made to be pushed one way to be closed, and pushed another way to be opened. And maybe a Corliss type valve.
Braided stainless steel air/gas/water lines (with quick-connect couplings) to connect pistons and valves together (the pistons would be able to be connected using the rubber tubes that ordinary lego pneumtics use, but with a groove to allow the quick connect coupling to attach and not come off accidentally).
One or two sizes of pressure vessel (lego used to make a pneumatic pressure tank, but it's hard to find) .
With the above parts alone, one could build a fairly high pressure pneumatic or hydraulic toy, without even needing heat resistance.
And some *extremely* un-lego-like components:
An adapter to go from a small liquid propane tank to the fluid lines used, a combustion chamber, an assortment of heat exchangers and radiators.
With these, one could build hot air engines and steam engines.
To protect plastic lego bricks from hot metal parts, thermally insulating ceramic bricks would be used.
To protect plastic lego gears (or lego chains) from hot metal axles, there would be some gears with metal in the middle to connect with the metal axle, metal on the edge to connect with the plastic gear or chain, and a thermally insulating ceramic section in between. This type of gear could also be used to protect plastic lego axles from hot metal gears or chains.
And last but not least, a warning label: Only for children age 18 and up.