Is the Cappilus 272 supposed to be warm to very warm on scalp and hair after about 10 minutes of use? Developed bumps on scalp

The Capillus 272 uses densely packed LED's to help stimulate hair growth.  It is possible that generation of heat from this device can cause burning and irritation in which case it should probably be discontinued.  

If you have bumps on the scalp in addition to the warmth, you may have folliculitis which would require antibiotic therapy. 

Have you considered cellular therapy for your hair loss?  It requires no ongoing maintenance and can be very effective.  

at the end of the 30 minutes you may feel a slightly warm sensation to the scalp, but it should not be hot or burning, and you should not develop bumps from it. I would recommend having a follow up with the provider who prescribed the laser cap to you.