To clarify
I am referring to the moons of giant exoplanets that are not in orbits
that go around their stars in just a few days. Maybe something way
deep down might survive on those worlds, but I would be amazed if
they had any life at all.
Then again, some people have imagined plasma-based life forms living
in the very cores of suns, so what's a few thousand degrees on a
rocky planet.