Trex is a composite board. It will not help at all to put a clear stain on it. It wont accept stain, The lighter grey deflects heat better than red but is still more heat deflective than yellowwood with clear stain. I have built hundreds because I build them for a living I should know.
Yellow Pine for decking is graded Standard and Prime. Spend the money for the Prime which has far fewer knots. I did a porch which was 32ft wide and used one piece down the middle perpendicular to the other boards and then ran 16 footers with no cuts. Beveled the 16 footers with a slight bevel so there was no blunt 90% end where it met the perpendiculr piece. Makes a very attractive deck.
The coatings that are applied with a roller is expensive and labor intensive. They look good/ok for a short time (year or so). Then they start to blister and peel. It is really a eye sore then.
The trex and other composite decking is not maintence free as it is advertised. Most require you to wash and treat every 3-5 yrs.
After many years on the lake the best and most durable is wood that you scrub clean and never pressure wash. after washing let it dry days and coat with a quality wood perservative. But never never pressure wash it.