Diann, zucchini plants make male and female flowers, the female ones have the tiny squash on the stem behind the flower. Usually the plants make a few male flowers before they make the first female one, but it sounds like you got a female flower early in the game.
Sounds like your plant is making only male flowers right now, and you're right, it might be stress because of the heat but . . ?? Don't know for sure.
If the plant is otherwise healthy, all you can do is wait and watch. Be sure to water enough for the high heat, too. I'll bet by fall you'll have more zucchini than you can handle.
