

Superconducting magnets don’t heat up naturally, not without breaking. All we’d need to do, is engineer an isolated environment for the magnet, and there’ll be no chance of it heating up, except maybe for an intense solar storm overwhelming it’s magnetic shield.
Unlike earth, where there are multiple potential sources of heat, in space the only one of note is the sun. So yes, you can’t remove heat via conduction or convection, but that also means that you can’t gain heat from it. If anything, that simplifies the design.
For the same reason that saltwater can remain separate from fresh water, or even hot water and cold water - diffusion is typically a slow process, particularly if you do not stir, or otherwise mix the substances.
Consider this: drop a single drop of food dye into a glass of water. There’s no way the entire glass immediately turns into the relevant colour, it takes time for the molecules to move about.