As far as I know, the only thing the thermo-fuse does is open circuit when overheated, and, again, as far as I know, they don't say the check engine light, they have their own warning light, and last,
again, as far as I know, the thermo-fuse is only fitted to the JDM production, good luck finding anyone with documentation and/or experience on those.
I'm going to suggest that if you have a check engine light you start by reading the code rather than guessing - all you need is a paper clip and the check engine light.
http://www.rhinopower.org/diag/diag_main.html