In Sri Rudram invocation AnuvAka 1 hymn 28, we get the following verse -
... Namaste astu bhagavanh vishveshvaraya mahadevaya tryambakaya tripurantakaya trikagni kalaya kalagnirudraya nilakanthaya mrutyunjayaya sarveshvaraya sadashivaya shrimanmahadevaya namah
Let my salutations be to that great God who is the Lord of the universe; the great God who has three eyes and who destroys Tripura, the three Asura cities. To that God who is the Dandhya time when the three sacred fires are lit; who is Rudra the fire that consumes the universe; whose throat is blue; who has conquered death; the Lord of all; the ever auspicious one; salutations to that glorious and great God.
Now, In Kashmiri Shaiva books, at many places he has been mentioned like this-
In Viravali also it is said: "Observe that divine consciousness present in the body which has the glow like that of kalagni Rudra and in which all things are dissolved and the multitude of the elements is burned."
Also from Vijnanabhairava tantra-
"One should think of one's body being burnt by kalagni4 arising from the toe of the right foot. At last there is the realization of light which is santa, i.e. in which there is not the slightest trace of difference.(Verse 52)
also, from the notes of Shiva Sutra by Jaidev Singh
Kalagni Rudra is the deity full of tejas i.e. burning light. In the human body, his place is supposed to be the toe of the right foot. One has to meditate that Kalagni is arising from that place and burning the entire body.
Also, he is said to be residing in Nivritti KalA
Kalagni: Kalagni-bhuvanesa - a particular Rudra in Nivrtti kala.
but I want some scriptural information on KAlAgni Rudra.