```python
from pyaedt import Hfss, Circuit, Mechanical
import os

# Set graphical mode
aedt_version = "2023.1"
desktop_version = aedt_version
non_graphical = False

# Download and open a project (assuming the function to download is defined)
project_name = "your_project_name.aedt"
project_path = os.path.join("path_to_your_project_directory", project_name)
# Assuming check_and_download_file is a function you've defined to download the project
check_and_download_file(project_path)

# Start HFSS
hfss = Hfss(specified_version=desktop_version, non_graphical=non_graphical, new_desktop_session=True)
hfss.open_project(project_path)

# Start a Circuit
circuit = Circuit(specified_version=desktop_version, non_graphical=non_graphical, new_desktop_session=False)
circuit_project_path = os.path.join("path_to_your_circuit_project_directory", "your_circuit_project_name.aedt")
circuit.open_project(circuit_project_path)

# Add HFSS dynamic link component to Circuit
hfss_link = circuit.modeler.schematic.create_dynamic_link(hfss.design_name, hfss.solution_type, link_type="HFSS")

# Set up dynamic link options
# Example options, adjust according to your needs
dynamic_link_options = {
    "SimulateMissingSolutions": True,
    "ForceSourceToSolveBefore": True,
    "InterpolateSolutions": True,
}
for option, value in dynamic_link_options.items():
    setattr(hfss_link, option, value)

# Create ports and excitations in HFSS
# Example of creating a port and an excitation, adjust according to your needs
port_name = hfss.modeler.create_port([0, 0, 0], hfss.AxisDir.XNeg, 50, "port1")
excitation_name = hfss.create_wave_port_from_sheet(port_name, 1, 2, hfss.AxisDir.XNeg, 50)

# Create a setup and solve the circuit, pushing excitations to the HFSS model
circuit_setup = circuit.create_setup(name="MyCircuitSetup")
circuit_setup.props["Frequency"] = "1GHz"
circuit_setup.update()
circuit.analyze_setup("MyCircuitSetup")

# Start Mechanical
mechanical = Mechanical(specified_version=desktop_version, non_graphical=non_graphical, new_desktop_session=False)
mechanical_project_path = os.path.join("path_to_your_mechanical_project_directory", "your_mechanical_project_name.aedt")
mechanical.open_project(mechanical_project_path)

# Copy bodies from the HFSS project to Mechanical
# Assuming the function to copy bodies is defined or available in your workflow

# Get losses from HFSS and assign the convection to Mechanical
# Assuming the function to get losses and assign convection is defined or available in your workflow

# Plot the model in Mechanical
mechanical.plot(show=False)  # Set show=True if you want to see the plot

# Solve and plot the thermal results
mechanical.solve()
mechanical.post.plot_contour("Temperature")

# Release AEDT
hfss.release_desktop()
circuit.release_desktop()
mechanical.release_desktop()
```