[Msquared]

Oh boy, let's clarify some things here. Brake pad materially cannot catch on fire. That would be ridiculous, for reasons that are hopefully obvious. However, when you're really working them hard, they can expel some flames and/or glowing material when you apply the brakes hard. As soon as you let off the brakes, it will stop. This isn't a danger in any way, and I'm sorry the OP got screwed out of a track day by people who don't have the technical expertise to evaluate the situation.