Hi Nathalie,
Are you meaning that there is no ‘heat’ sensation on the skin when you apply it to the skin? If so, that is okay because skin does not necessarily pick up on the ‘heat’ but mucous membranes (or broken skin) do. If you wanted to test the effectiveness or ‘heat’ in your oil, you could apply a little bit to your tongue or cheek or gums. I’m fairly certain you will find there is heat there!
Another note of consideration is that when we heat oil at temps as high as 70 Celcius they are more likely to go rancid or be damaged, if it is that high I wold only recommend a 5-10 minute infusion. If looking to do a long warm infusion I would suggest trying to find a warm spot beside your wood stove or elevating it from the stove so that it does not get much hotter than 40 C, for a few hours.
With wishes of wonderful cayenne oils!
Benna