Where should I put constraint

Hi All,

I'm not sure where I should put constraint or maybe I should use prescribed displacement in my model?

My model (in attachment):
I calculate the stationary state then I use stationary calculations as initial conditions for time depending study and I changed heat transfer coefficient because I assumed that steel surface starts to be cooled by water. But my thermal stresses looks falsely.

Should I use first principal stress or von Mises stress in presentation of results?
Why I get a negative value of stress?

Thank you for any insight,

Robert