It works for me although you would probably be more likely to hear "Do you know what I/we need right now?"
Note that we generally put ourselves last in a list of people so we would say "My wife and I ...". Also, you have mixed tenses. You started with "It's very hot ... we are boiling" (present tense). You then used "My wife said" and "I said".
It would be more natural to use either "It was very hot ... we were boiling" followed by "My wife/I said" or "It is very hot ... we are boiling", followed by "My wife says/I say ...".
Student or Learner