The trainer tends to stop working for some reason during gameplay. I'm not sure what causes it, but pressing the indicated buttons for things like no heat and no fatigue stops working and suddenly you just start actually gaining heat and getting fatigued. It may have something to do with when you get busted a bunch of times for things, as that's the best that I can pinpoint for when the trainer just stops working.
Simply exiting the trainer and starting a new one up will allow you to re-toggle the cheats you had on.
As well, the Strength/Speed/Intelligence cheats do not seem to work at all.
Infinite health fails to protect you from Guards. They still deal damage to you. Fellow inmates however, do not deal damage with Infinite Health enabled. Guard snipers also deal damage when you try digging around them (a whopping 20HP per shot)
This is all within the latest trainer for the latest version of the game (1.00)