Consider that 400x the surface temperature of earth (~300K) is a terrifying 120000K, which is far far hotter than the radiative heat source (surface of the sun is below 6000K). That would break, not only the probe, but also the 2nd law of thermodynamics (assuming there is no other heating mechanisms than radiation). So quite clearly, no, you can't just multiply numbers like that and hope to get a sound result.
So what is the temperature? Let's do a back of the envelope calculation, supposing purely radiative transfer (well, we're in space, there's not so many alternatives I can think of). (disclaimer; i did that as I was typing, there might be some mistakes. Anyone is welcome to correct)
You are right in saying that if the probe is 20x closer, then the irradiated power is 400x greater. The power radiated by the sun towards a surface $S$ at distance $r$ is given by:
$$P_{in}=\frac{S}{4\pi r^2}P_{sun}$$
Where $P_{sun}$ is the total radiative power of the sun. The term $\frac{S}{4\pi r^2}$ represents the "fraction of space covered by the surface" (if you've heard of solid angles, you might wanna think in those terms). So because of the $r^2$ down there, it's true that 20x cloxer = 400x more power.
To obtain the temperature of the probe at thermal equilibrium with the sun, assuming that the probe is a blackbody, we simply say that this Power received by the probe must be equal to the power radiated by the probe (0 net flux at equilibrium). Considering that the total surface of the probe is 2S (only half of the total surface is facing the sun), and using the Stefan-Boltzmann law, we get that the power radiated by the probe at temperature T is:
$$P_{out}=2S\sigma T^4$$
We can use the Stefan-Boltzmann law to express $P_{sun}$ in a similar way, and we equate $P_{in}=P_{out}$:
$$\frac{S}{4\pi r^2}S_{sun}\sigma T_{sun}^4=2S\sigma T^4$$
$$\rightarrow T=(\frac{S_{sun}}{8\pi r^2})^{1/4}T_{sun}$$
Then we just plug the numbers. Since I have zero astronomical culture, I have to look up on google that $T_{sun}=5778K$, $r_sun=1.3e6km$ and I searched that the closest distance probe-sun was, $r=8.5e6 km$
and I get: $$T=1964K=1691celsius$$
Keep in mind that this is a very rough calculation, with quite a few assumptions. In particular, the probe is not a blackbody. In fact, if it reflects 50% of the incoming light, the temperature already drops down to 1400 degrees C. A heat shield will probably be an even better reflector than that, but I don't have the numbers. Anyway that gives you a ballpark number for the temperature of the heat shield (below 2000K for sure, and probably far below, depending on how reflective the shield is)
So, in brief:
No, the temperature doesn;t even get near 400x that of earth. Thankfully. As far as I know, no material would remain solid at such a temperature.
I'm not sure what a death ray is
Do you mean to ask why the water does not evaporate? I know nothing about the engineering design of the probe (and if it even has water cooling at all), but the above mentionned temperature is that of the exposed surface, the heat shield. the bulk of the probe will likely be nowhere near that temperature (that's the whole point of the shield). You can have a look at rob's link in the comments, it gives some more details on that. According to that link, the main systems, hidden behind the shield, remain below 30 celsius (because they're in the shadow of the shield and don't actually get directly heated by the sun)