Using a radio-quiet subsample of the Sloan Digital Sky Survey spectroscopic quasar catalogue, spanning redshifts 0.5-3.5, we derive the mean millimetre and far-infrared quasar spectral energy distributions (SEDs) via a stacking analysis of Atacama Cosmology Telescope and Herschel-Spectral and Photometric Imaging REceiver data. We constrain the form of the far-infrared emission and find 3$sigma$-4$sigma$ evidence for the thermal Sunyaev-Zeldovich (SZ) effect, characteristic of a hot ionized gas component with thermal energy $(6.2 pm 1.7)times 10^{60}$ erg. This amount of thermal energy is greater than expected assuming only hot gas in virial equilibrium with the dark matter haloes of $(1-5)times 10^{12}h^{-1}$M$_odot$ that these systems are expected to occupy, though the highest quasar mass estimates found in the literature could explain a large fraction of this energy. Our measurements are consistent with quasars depositing up to $(14.5 pm 3.3)~tau_8^{-1}$ per cent of their radiative energy into their circumgalactic environment if their typical period of quasar activity is $tau_8times~10^8$ yr. For high quasar host masses, $sim10^{13}h^{-1}$M$_odot$, this percentage will be reduced. Furthermore, the uncertainty on this percentage is only statistical and additional systematic uncertainties enter at the 40 per cent level. The SEDs are dust dominated in all bands and we consider various models for dust emission. While sufficiently complex dust models can obviate the SZ effect, the SZ interpretation remains favoured at the 3$sigma$-4$sigma$ level for most models.
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