somewhere serves really hot food.
Apparently Curry House in Bielany is the place you're after. Personally I am not a fan at all but I'm told it does seriously spicy stuff. Also getting raved about by a certain curryhead is Rain by India Curry, good cocktails there too (the place is run and part owned by Ray, formerly of Sense).
is there some place that will make me weep ? - can be Thai or Mexican too.
Spoco Loco is the place you want. The outfit in Wilanow is a pain in the cock to get to and the one in Saska Kepa is basically take-away only. However, the sauce is a thing of beauty. No matter how hot you think you like your spice, do not have the number seven sauce until you have tried the number six. The number five is hotter than most other places' hottest sauce, the six is as hot as I'll go and the seven will make your face melt. By far and away the hottest food in Poland.
and is there any place that sells really hot sauce.
ostrakuchnia.pl although I think it's actually in Poznan. They sell stuff so hot it can't be used as a sauce.
some mexican sauce called melinda
There are a few of those, I like the Red Savina [hotsaucezone.com/brands/melindas/] But OstraKuchnia have stuff literally 50 times hotter than that!