We study numerically the propagation of a hot thermal transient through a U-bend via an ensemble of wall-resolved large eddy simulations. Conjugate heat transfer between fluid and solid domains is accounted for. The flow is in a fully turbulent mixed convection regime, with a bulk Reynolds number of 10,000, a Richardson number of 2.23, and water as the working fluid (Prandtl number = 6). These conditions lead to strong thermal stratification, with buoyancy-induced secondary flows, and the generation of a large and persistent recirculation region. The evolution of Dean vortices as the thermal transient passes is studied. It is found that baroclinic vorticity generation dominates over a large period of the transient, due to the thermal inertia of the wall. Gravitational buoyancy leads to a reversal of the counter-rotating vortex pair. The impact of this reversal on the swirl-switching and secondary-current losses is assessed. It is found that low frequency modes are suppressed in the reversed-vortex state.