OP, with respect to your original question:
Concrete, blocks and poured. Rebar obviously, wood, terracotta/clay, parging, tile, stone.
Everything is available at a cost and importable. You don't see any buildings with siding, because one of the big considerations here is the need to withstand hurricane force winds from time to time.
Unlike Florida where insurance companies rebuild homes constructed with inappropriate materials, such is not the case here. Most people who can afford to build or rent a modern home would prefer if their dwelling stays standing during a storm. Many have insurance. Locals on the other hand have nothing to fall back on if it does not hold up to a storm or the passage of time.
Wood should be used sparingly. Usually found in roof trusses. Insects, wood peckers, mold, humidity, sea air take their toll on wood over the long term. New roof supports while a pain and costly, is doable without destroying the whole structure.
Those with not so much money prefer concrete block. Those with no money in the campo use wood or whatever they can find. Roofs range from thatching, to sheet metal to tile to concrete. Affluent individuals usually construct the quintessential colonial villa using concrete, wood and tile.
Concrete under the tropical sun does absorb and retain a significant amount of heat. Many villas lack glass windows or employ an open wall concept to help dissipate this heat overnight.
You could build the typical NA home here using the same materials, but it makes little sense to do so. Cost, maintenance and repairs would be expensive. Glass facades abound but provide little strength and reinforcement. If these blow out in the wind lots of little class shards blowing around. Having lots of glass facing the sun most of the day, not a particularly good idea. Use non-laminated glass at one's own peril. Drywall would be a disaster without continuous internal climate control. Vapour barriers are not needed and a bad idea as would be fiber insulation. Styrofoam insulation on the other hand can be of benefit in offsetting internal temperature fluctuations.