What is your cage constructed out of? Open air cages are completely useless for holding in heat and the iguana will just stay cold.. Heat only pushes downward in one small area and disperses. People over compensate for this by flooding reptiles with a lot of hot overpowered bulbs that can cause thermal burns.
Also is the iguana moving to the cool areas or trying to absorb heat from the heat sources? If it is moving away you need to place it at the heat source. If you place your hand under the heat spots where the iguana would be and your hand is uncomfortable after holding it there for a minute or two due to hot temps then you are baking your reptile and it may be avoiding that spot as a result.
If you can post a cage pic here it would give us a better idea.