I just changed the engine main relay and the coil in the distributor of a 99' Honda Civic EX and the car still shuts off when it gets hot. Any answers?

You are almost done. Now, replace the Ignition Control Module and the problem should be solved:

https://www.askmehelpdesk.com/cars-trucks/faq-how-troubleshoot-repair-maintain-hondas-selected-other-vehicles-46563-4.html#post265896

Sounds like a fuel filter problem. Just had a similar problem and Honda recommends that I change the fuel filter every 25,000 miles.