Seems if there was that much fire, it'd be busting through the walls a lot more... were you putting damage cubes on each time an explosion happened and it is next to a wall? We ran out of damage cubes well before we ran out of fire tokens.
I think we were playing properly wrt damage cubes - we only had a half dozen left at that point. But when a door was blown out from shockwave we did not put two damage cubes in its place - we just removed the door token. But I think that is correct.