Overheating Protection for the XL6009E1 Voltage Regulator

This kind of questions is answered in a datasheet.
It tells about thermal shutdown function

Thermal Resistance (TO263-5L) (Junction to Ambient, No Heatsink, Free Air) RJA 30 ºC/W
Vin=12V ,Vout=18.5V, Iout=2A 92 %

From the datasheet 8% loss, if assumed all in IC, only at this setting;
Pout = 18.5V*2A= 37W , 40.2Win, = 3.2W loss * 30ºC/W = 96 ºC rise above 25ºC , then Tj =121ºC

It does not say but assumes reasonable thermal design with thermal vias and Cu weight + area. If you want it to run cooler for reliability, use a thermal tape and mount to a CPU heatsink or metal chassis or https://www.google.com/search?q=TO263-5L+heatsink&num=10

Knowing that the stored energy is higher than the output power per second, you need to pay attention to soft start power surges charging up any caps.

100 uF @ 20 V = 20 e-3 J = 20 W*ms Thus is startup is 10 ms then at constant power in with no load, it averages only 2 W for 10 ms but if it charges up in 1 ms , it may be stressed with an external load as well. So soft start is essential.