Some drivers have an option to reduce holding current some time after motion is stopped. This can reduce power consumption and heat to a bearable limit.
This also reduces holding torque so if high loads are coming from cutting loads while other axis are doing their work, current reduction may not be appropriate.
A special circuit to sense all axis not moving does not appear to be supported by the drivers I have seen.
Just add a HOT sticker, like some old printers often had.