Sorry to say but this is no way of treating an ovarian cyst
especially if its big. You havent mentioned the size so the risks depends more on the size of the cyst. Rupture of a big cyst can cause haemoperitoneum ( collection of blood in abdominal cavity) with severe pain
Since you have had on off pain with shivering , it might be due to some underlying infection of the cyst.
So i suggest you manage your cyst according to its size. If its big and is not regressing, better get it operated with proper evaluation and post surgery histopathology. Small size cyst disappear by themselves. There is no role of warm bath in it.