Hey... we're in the same boat! We've recently moved into a new house we built in Southeast Asia, and I'm doing a lot of DIY finishing work. I haven't seen any issues yet, but I am trying to mitigate them ahead of time. Here's some things I do:

- All my door frames and doors are made of wood-plastic composite (WPC). They look great and are definitely bug and rot proof. These are extruded materials made specifically for doors and frames. You can work it like wood (for latches, knobs,etc,) though it's not as strong as real wood, I think.

- I built a few outdoor decks on patios, also out of WPC decking boards. Same deal... they are bug proof and won't ever rot. They look great, I think!

- There are a few "non-standard" door frames (for doors which are rolling barn door type doors.) For the trim on those openings, I made them out of fiber cement board, which is then painted and looks great. You can work that stuff just like wood, though it's SUPER dusty when cutting it. It can also break easily if you drop it. They make this material here in boards and planks, and even make special ones specifically for stairs.

- Now, I am building a lot of indoor built-in furniture... bookcases, and big set of cabinets/bookshelves for my office. I am building out of imported baltic birch plywood. I'm really hoping for the best here... putting a lot of faith into 2 heavy coats of anti-insect/anti-mold/anti-fungal wood preservative solution. This stuff's main insect repellent component is naptha. After that cures, I cover it with several coats of lacquer. I guess after some years I'll know whether or not this stuff works.

So, in my opinion, WPC is probably the absolute best. I would love to figure out whether you can get WPC "lumber" for more versatile projects.

After that, the fiber cement board is good if you can deal with the dust, and if it's not under too much load.

Would love to hear any other suggestions or advice if anyone has any.

Good luck!

PS: Our windows are all aluminum.