I agree these could all be normal things - you might have to wait it out and see.
It took DS an entire month to adjust well to daycare, including some different behaviors at home. Now he loves it, and I am so happy that I feel so at peace leaving him there.
Could the bath be too hot? DS started doing this a long time ago, and we realized that water was too warm for him (same temp it had always been - he'd just gotten more sensitive). Now that we make it room temp he's back to loving it. Remember too if they have cold feet or legs, even lukewarm water feels hot.
Give it some time to even out - but I do agree with going in to check randomly. If the daycare is not open to that, its not ok.