By employing the anisotropic plasma distribution function, the stability of circularly polarized electromagnetic (EM) waves is studied in a relativistically hot electron-positron-ion (e-p-i) plasma, investigating two specific scenarios. First, linear dispersion relations associated with the transverse EM waves are analyzed in different possible frequency regimes. The expression of the aperiodic hydrodynamic instability is obtained and numerically the transverse EM modes are shown to grow exponentially. Secondly, we have found that the transverse electromagnetic wave interact with a collisionless anisotropic e-p-i plasma and damp through the nonlinear Landau damping phenomena. Taking the effects of the latter into consideration, a kinetic nonlinear Schrödinger equation is derived with local and nonlocal nonlinearities, computing the damping rates. The present work should be helpful to understand the linear and nonlinear properties of the intense EM waves in hot relativistically astrophysical plasmas, e.g., pulsars, black holes, neutron stars, etc.