Thermal scanning probe lithography (t-SPL) is an advanced lithography technique in which a heated atomic force microscope tip locally modifies a sample material. Due to the nanometer-sized tip apex diameter, t-SPL enables patterning of sub-10 nm structures at a low cost compared to electron beam or extreme ultraviolet lithography techniques. In the first part of this dissertation, two novel materials are investigated as a resist for t-SPL, which have in common that fast heating and cooling rates are required to modify them. The first material is a fluorescent supramolecular polymer, which exhibits thermoresponsive luminescence due to reversible aggregation of excimer-forming fluorophores. At temperatures above 180 °C under ultraviolet light, the material fluoresces in green and when cooled down to room temperature, a spectral shift towards red emission takes place due due to aggregation of the fluorescent moieties. Unlike at the macroscale, where the fast aggregation of the fluorophores prevent kinetical trapping of the green fluorescent high-temperature state, the heating and cooling rates (on the order of 10^8 K/s) accessible by t-SPL are fast enough to freeze the green fluorescent state. The thermomechanical properties of the supramolecular glass are analyzed by nanoindentation with a heated probe and the self-healing behavior of the material is used to selectively write and erase indents. It is demonstrated that t-SPL patterning enables the fabrication of topographical and fluorescent structures with interesting properties. The second material is silk fibroin, a protein extracted from silk produced by the larvae of bombyx mori moths or certain spiders. The polymorphic structure of silk fibroin enables a solubility contrast between the amorphous and cross-linked phase. In this work, water-insoluble silk fibroin thin films are fabricated by spin coating and immersion in ethanol. During t-SPL patterning, local heating of of silk fibroin at high heating rates induces water-solubility. The resolution and line edge roughness are compared to the molecular size of the resist, which poses the ultimate resolution limit. In addition, grayscale lithography with silk is demonstrated. Silk fibroin is also explored as a resist for dry etching by demonstration of a pattern transfer from t-SPL fabricated patterns in silk fibroin into silicon oxide. A second part of the thesis concerns the planning and assembly of a setup for nanoscale thermometry in combination with thermal scanning probes, and implementation of the necessary software. The construction of a dedicated setup to perform nanometer scale thermometry at the tip of a cantilever is motivated by the difficulty to measure or calculate the temperature at the tip during operation. Among many nanoscale thermometry techniques, fluorescence based thermometry using nanodiamonds with nitrogen vacancy defects has been evaluated as promising. The components and the assembly of the setup, consisting of a excitation laser, an inverted optical microscope, a single photon detector and stages for scanning, are described and discussed. Initial results of thermometry with micrometer particles are presented and measurements with nanoparticles on a heated tip are shown. Good agreement with experiments from literature was found.