What does this sentence mean?
In the furor over the lax behavior of directors, even Buffett has received heat.

Question

Answer

Furor is like an uproar, a strong furious reaction to the negligence of the directors turning a cool situation into a hot one.  Here heat is used as a metaphor for being under (intense) pressure.

Answer

Some people (probably those managing the directors) got angry because the directors were careless in some way.  Buffet got into trouble or received criticism because of the directors' lax or careless behavior.