SPCR

Fe. does a Coffee Lake Celeron produce the same amount of maximum (CPU stress, GPU not taken into account) heat (for the heatsink to dissipate) as Coffee Lake Pentium, Haswell Celeron and Haswell Pentium? All of these CPUs in their 35W T versions. If not, how big are the differences, is it something non-meaningful like 2-3W or bigger differences like even 10W? Is it right that Celeron T will always produce the least heat and that the newer the generation the less the heat?

Number of cores and top clock frequency will tell you more than TDP I think. It's a jungle. Some 54W TDP CPUs will output less heat than some 35W TDP CPUs for example. Now with the latest generations it seems that the motherboard plays a part as well.