First of all: 225dF is not very hot for a xxW-40 oil. That kind of oil will likely keep your engine well lubricated until 275dF and maybe well lubed up to about 300dF. So you have nothing to worry about at 225dF. Plenty of margin.
Second: there is a very strong relationship between oil viscosity and oil temperature. So strong in fact, that knowing the 40dC viscosity adnthe 100dC viscosity will allow you to compute the actual viscosity between -10dC through +150dC with high accuracy.
Thicker oil does take more power to push through the engine, this extra drain on the power adds heat to the oil.
Finally, there is no rational to wanting to keep your oil at 212dF. 200dF is where the additive package starts to work, 212dF is where water vapor is released at rapid rates, leaving the unmolested oil behind. Hotter oil is thinner and thinner oils lubricate various engine parts better.
As a comparison, in my track car I ran an experiment on oil thickness and oil temperature. I used a 3W-30 oil, a 5W-40 oil and a 15W-50 oil (this was a few years ago). The 5w30 oil ran 273dF, the 5W-40 oil ran 275dF, and the 15W-50 oil ran 285dF. Thus, the kinds of oil temperature change with grade-weight change is measurable but miniscule.
But if you really want your oil to be at a particular temperature (for whatever reason) an oil cooler with a thermostat is the best option.