The geology of S. Utah does not well lend its-self well to hot springs. Not saying you didn't see what you describe, just that it would be rare.
An alternative explanation could be that you saw pools that often form in the shallow basins all across the slickrock after a rainstorm. These pools will last for several weeks (we use them as a water source when backpacking). And, on cool mornings it can look like steam coming off the warmer water. If this was what you saw, your mystery location could be any number of places. And the earlier suggestion of the hwy 12 switchbacks dropping down to the Escalante River, north of the town of Escalante, would certainty qualify. Your attention would have been focused on the road here so you might not have been able to really take a closer look at what you were seeing.
Then again, maybe you discovered a really unique place and I look forward to learning where it is.
Hope this helps.
