I hate thinking too far into things, but my REAL internal martial arts experience, plus knowing how a typical anime works, give me questions. His new move causes him to heat up his leg and give him great power, but how?
To me, it seems like a from of chi/chakra. If you notice, Sanji kept nlocking with his right leg through the whole fight. Highly skilled internal arts practitioners can attack with and absorb chi. The CP9 techniques seem to revolve around, and would be parallel to the Chineese internal arts in reality. The tekkai, speed, and energy kicks are like fantasy exaggerations of martial arts abilities. Assuming Sanji knew his own style of chi mastery in a similar fassion to how zorro uses his swords and his powerful chi/aura in some techniques, I propose the following.
Sanji Was absorbing the Jabuya's blows with his right leg throughout the fight. At the end when he displayed his new move, he focused his chi/chakra to his leg in a form that would heat up his leg and give off an aura. (Could this be red foot the pirate's technique?). The spinning Sanji did allowed him to quickly channel and focus more chi/chakra/energy into his leg. His kick wwas effective against Jabuyas tekkai because
1. Tekkai is a chi based defensive technique, and Sanji's new move was a chi based offensive techinique that could break through his tekkai.
2. The heat Sanji produced with his chi/chakra greatly increased the effectiveness because the temperature would break through their tekkai focus, and the large amount of hot chi simply made for a very powerful, penetrating attack. Jabuyas even said he felt hot inside his body, which in any sort of world similar to the physical, would have to be because sanji's kick released a lot of chi/energy upon contact, that you would indeed feel right down to the bone because (in reality, on a realistic level) attacks that project large amounts of shi like that cause great damage inside the opponent's body. Normal heat wouldn't do that.
So anyway, that's my belief on how his attack works, from the perspective of someone who has spent years practicing energy work and martial arts, of various origins (which is why I don't stick much to one deffinition of "energy"). Rest assured, I will never think this deeply into a cartoon ever again .