I'm not a big fan of trex decking, especially the first generation of it's design, yes it was hot to the touch and slippery when wet, Although the market has re-designed the composite decking, They offer it with textured surfaces and V-grooves texture that helps to provide a none slippery surface,
But I'm not sure that anything has been changed as far as it heating up goes,
Have you explored the Ipe wood? it's a beautiful material to use on decks and is almost comparable to cost of trex, perhaps 10% more,
3rd option would be to use a good grade of P/T materials, being sure to keep it sealed at least every other year, if the decking boards ever were to become in rough condition, There is a product now on the market that's call Restore,
Though actually I haven't found anyone who has tried it to provide feedback, so I couldn't be sure of how long it will last

or if it's just another gimmick,

I may have to try it out on my own deck to see how it does,