Yes, all electrons move at the same time and the current along the length of the wrench is the same, but the heating effect of the current depends on the resistance of a conductor: the higher the resistance, the greater the heating ($I^2R$).
My best guess is that the cross-section of the handle near the ends is slightly smaller than the cross-section in the middle and therefore its resistance (per unit length) in those areas is slightly higher. The resistance there could be higher for some other reasons, that may have something to do with the way the wrench was made, but I don't have any data to support it.
This would cause somewhat greater initial heating of those areas, which will raise their temperature and increase their resistance (as a function of temperature) faster than in the middle, which will further accelerate their heating, etc.
In other words, due to this positive feedback effect, the areas near the sockets, presumably, with a slightly higher initial resistance, will be heated to a disproportionately higher temperatures.
A similar phenomenon could be observed in filaments of incandescent bulbs which tend to develop hot spots in the sections that are initially slightly thinner than others.