Heh I've been aiming for a similar thing. Ideally I wanted it to do the same thing you are looking for where it flat out explodes and catches fire, but I had the same problems you did. This was part of the WIP:
[USE_MATERIAL_TEMPLATE:CAT_BLOOD:BLOOD_TEMPLATE]
[SPEC_HEAT:10]
[MELTING_POINT:10000]
[BOILING_POINT:10100]
[IGNITE_POINT:10110]
[SYNDROME]
[SYN_NAME:cat scratch fever]
[SYN_IMMUNE_CREATURE:CAT:ALL]
[SYN_AFFECTED_CLASS:GENERAL_POISON]
[SYN_CONTACT]
[CE_PAIN:SEV:100:PROB:100:START:20:PEAK:500:END:1000]
[CE_OOZING:SEV:100:PROB:100:LOCALIZED:START:20:PEAK:450:END:500]
[CE_BLEEDING:SEV:100:PROB:100:LOCALIZED:START:500:PEAK:1000]
[BLOOD:LOCAL_CREATURE_MAT:BLOOD:LIQUID]
[USE_MATERIAL_TEMPLATE:BOILING_BLOOD:CREATURE_EXTRACT_TEMPLATE]
[STATE_NAME:ALL_SOLID:explosive blood]
[STATE_NAME_ADJ:ALL_SOLID:explosive blood]
[STATE_NAME:LIQUID:explosive blood]
[STATE_NAME_ADJ:LIQUID:explosive blood]
[STATE_NAME:GAS:explosive blood]
[STATE_NAME_ADJ:GAS:explosive blood]
[STATE_COLOR:ALL:CARMINE]
[PREFIX:NONE]
[ENTERS_BLOOD]
[SYNDROME]
[SYN_NAME:catsplosion lung]
[SYN_IMMUNE_CREATURE:CAT:ALL]
[SYN_AFFECTED_CLASS:GENERAL_POISON]
[SYN_INHALED]
[CE_DIZZINESS:SEV:100:PROB:100:START:20:PEAK:500]
[CE_NAUSEA:SEV:100:PROB:100:START:1000:PEAK:2000]
[CE_NECROSIS:SEV:100:PROB:100:BP:BY_CATEGORY:HAND:ALL:START:1000:PEAK:2500]
[CE_NECROSIS:SEV:100:PROB:100:BP:BY_CATEGORY:FOOT:ALL:START:1000:PEAK:2500]
[CE_NECROSIS:SEV:100:PROB:100:BP:BY_CATEGORY:LUNG:ALL:START:2000:PEAK:2500]
[CE_BLEEDING:SEV:100:PROB:100:BP:BY_CATEGORY:MOUTH:ALL:START:3000:PEAK:4000]
[TISSUE:BOILING_BLOOD]
[TISSUE_NAME:boiling blood:NP]
[TISSUE_MATERIAL:LOCAL_CREATURE_MAT:BOILING_BLOOD]
[TISSUE_MAT_STATE:GAS]
[RELATIVE_THICKNESS:50]
[TISSUE_LEAKS]
[TISSUE_SHAPE:LAYER]
[TISSUE_LAYER_UNDER:BY_CATEGORY:ALL:BOILING_BLOOD]
I had originally started trying to set the freezing/melting/boiling point of the normal cat blood based on the BLOOD_TEMPLATE, but I didn't have a lot of luck getting all the values just right. I could get to where it would remain liquid for a few frames and then evaporate, but that was as close as I could get. This is a half-edited part of an old version, so the temperature numbers in the blood section are probably very wrong.
As you experienced, setting the blood to SOLID accomplished pretty much nothing except for little chunks of solid blood that would evaporate like dry ice. Leaving to liquid did the same thing except with little puddles. Setting to GAS seemed to make it never actually show up since I guess it would come out and evaporate immediately.
Eventually I went with only the gaseous tissue layer and went back to cats having normal cat blood. It doesn't actually "explode" but it apparently does impart an impact force when it "leaks" out, at least if the cat takes significant damage and enough of it comes out at once. Attackers can be thrown back and "bruised" if they hack the cat strong enough. (In arena mode with a single cat and a bunch of goblins with axes, if a couple are right next to the cat when it gets hacked to pieces, they will get tossed back a couple squares.)
This is what is currently in my cats. I added a boiling point even though the blood is supposed to be gaseous because it would occasionally stick around as "stains" of "explosive cat blood" on the ground. Even now I see occasional "explosive cat n/a" on a tile and I have no idea how to deal with that.
[spoiler]
[BLOOD:LOCAL_CREATURE_MAT:BLOOD:LIQUID]
[USE_MATERIAL_TEMPLATE:BOILING_BLOOD:CREATURE_EXTRACT_TEMPLATE]
[STATE_NAME:ALL_SOLID:frozen explosive cat blood]
[STATE_NAME_ADJ:ALL_SOLID:frozen explosive cat blood]
[STATE_NAME:LIQUID:condensed explosive cat blood]
[STATE_NAME_ADJ:LIQUID:condensed explosive cat blood]
[STATE_NAME:GAS:explosive cat blood]
[STATE_NAME_ADJ:GAS:explosive cat blood]
[STATE_COLOR:ALL:CARMINE]
[MELTING_POINT:9870]
[BOILING_POINT:9930]
[PREFIX:NONE]
[ENTERS_BLOOD]
[SYNDROME]
[SYN_NAME:catsplosion lung]
[SYN_IMMUNE_CREATURE:CAT:ALL]
[SYN_IMMUNE_CREATURE:DWARF:ALL]
[SYN_AFFECTED_CLASS:GENERAL_POISON]
[SYN_INHALED]
[CE_DIZZINESS:SEV:100:PROB:100:START:20:PEAK:500]
[CE_NAUSEA:SEV:100:PROB:100:START:1000:PEAK:2000]
[CE_BLEEDING:SEV:100:PROB:100:BP:BY_CATEGORY:MOUTH:ALL:START:500:PEAK:2000]
[CE_NECROSIS:SEV:100:PROB:100:BP:BY_CATEGORY:HAND:ALL:START:1000:PEAK:2500]
[CE_NECROSIS:SEV:100:PROB:100:BP:BY_CATEGORY:FOOT:ALL:START:1000:PEAK:2500]
[CE_NECROSIS:SEV:100:PROB:100:BP:BY_CATEGORY:LUNG:ALL:START:2000:PEAK:4000]
[TISSUE:BOILING_BLOOD]
[TISSUE_NAME:boiling cat blood:NP]
[TISSUE_MATERIAL:LOCAL_CREATURE_MAT:BOILING_BLOOD]
[TISSUE_MAT_STATE:GAS]
[RELATIVE_THICKNESS:50]
[TISSUE_LEAKS]
[TISSUE_SHAPE:LAYER]
[TISSUE_LAYER_UNDER:BY_CATEGORY:ALL:BOILING_BLOOD]
[/spoiler]