Anycubic Kossel Thermal runaway / Heating failed error message means, that your printer was unable to achieve and maintain desired temperature.
Each firmware for 3D printers uses a PID regulator for keeping temperature at desired level.
As a protection, there is always a margin, usually 5°C. If the temperatures goes below or above this level, heating stops and printer reports error.
This is also reason why our 3D printers are not catching on fire so often.
1.1. PID calibration (For MARLIN)
Extruder PID calibration is a crucial step.
You must perform this calibration every single time you change anything on your printer what is connected to firmware or hot end, such as: fan upgrade, new FW etc.
Click on the pictures/type of PID calibration to view PID calibration guides.
1.2. PID calibration (For Klipper)
2. Thermistor moving in hot end
This is a very common problem.
Kossel uses standard thermistor in glass and is inserted into a small brass tube to protect it.
In the picture below you can see the brass tube, thermistor is inside.
How to solve it?
Unscrew the small screw next to the nozzle, insert thermistor so you can see a brass tube throught the hole, insert screw and tighten it.
Also apply some high temperature thermal paste, if you have it.
2. Cold air from cooling fan
As you can see in this picture, original cooling duct is aimed almost at the nozzle.
Why is this a problem?
You usually print at 200°C and higher and the cooling fan flows air with about 20-30°C. This leads to thermal runaways, because the nozzle is being cooled with external system (cooling fan in this case)
How to solve it:
You should do both of these upgrades.
Order a silicone sock for your hot end.
Silicone is a good thermal insulant and can withstand high temperatures.
Download and print new cooling duct.
You can choose from many models on Thingiverse, I have choosen these two.