I think all are refering to the weather.
When addressing just "the hot weather", the adjective "덥다(to be hot)" is usually used.
"무덥다(to be muggy)" has a stronger sense than "덥다", and it's a compond of '믈'(='물(水)' = water) and '덥다'.
I think the adjective "무덥다" is the best word to describe what summer is like in Korea.
(*synonym = 후덥지근하다, 후덥찌근하다,후텁지근하다)
We can feel "따뜻하다(=to be warm)" in spring in Korea.
This adjective always makes me feel comfortable because we struggle with the cold weather in winter.
When you are exposed to direct sunlight like in beaches, construction sites, or deserts, you will feel "뜨겁다", and it mostly goes with "죽겠다".
so when you hear somebody saying "뜨거워 죽겠다", it means..She/He got burned already.
^_______^