The datasheet only lists ratings based on DC copper loss, which is only relevant when passing a DC current through the inductor.
In a switching converter, there is an additional AC loss, caused by copper AC loss (skin effect) plus core loss. Sometimes the AC loss is negligible; sometimes it's dominant! It's highly dependent on the material properties of the inductor core. Some core materials are completely unsuitable for switch mode converters. Some are so freaking good that you can ignore the AC loss completely and simply work with the datasheet DC current rating.
But, with no data about the AC loss in the datasheet, your only way is to measure, which is basically what you have done (based on temperature measurement), and found the inductor unsuitable.
Nowadays, many inductor manufacturers do provide AC loss analysis software (often web based), based on their measurements and modeling. If available, use such software to find the total loss.