@Mike: Sweet!
Another theory: Shirou is actually descended from a demonic bloodline. He has red hair, a traditional sign of demon blood in Japanese folk-lore, he is a distortion like all True Demons, and he can use a Reality Marble, which, iirc, is the manifestation of a Demon's alien sensibilities over the world in the case of Demons. Further, what he is lacking is not something easily tangible, like heat, but rather, a sufficient sense of self, evidenced by his self-sacrificing tendencies.