TREX lumber (and many other brands too) is recycled plastic mixed with other stuff to create a material that behaves like wood, cuts like wood, but doesn't rot like wood. You can buy it in colors, so you don't need to paint it, and it becomes virtually maintenance free.
My concern is your roof deck weatherproofing material. I don't know what winterguard sheeting is, but hopefully it is an applied vinyl that is very very thick and temperature, moisture and UV resistant. Do not use elastomeric coatings, as they crack with the expansion and contraction due to heat.
It also occured to me that you might want to install the TREX over some kind of furring material so that it isn't sitting in trapped water between it and the winterguard sheet.