first, if you use ring shanked, galv or zinc coated nails you will be OK. Also dont use that 5/4 decking material. Use 2x6's.
Wood issues: first green or new PT wood will not take paint at first. The chemicals have to evap out and free the wood to take in new coatings. If you paint the green wood, the paint or stain will evap off with the chemicals.
In Texas, with our heat and sun, a deck built in June will take stain/paint by Aug for sure.
Also, you have another issue that occurs on all wood around pools, the chlorine really ruins the wood quicker than normal.
Here we only deal with three species of wood on decking, redwood, cedar and pt wood.
If you were my customer, I would try to sell you on Wolmanized Treated wood. I do feel that it would hold up longer for you and yes, it does develope rough areas, but you can address those. Cedar is too soft and spongy, redwood is nice, but very expensive.
When you decide to seal it, use something like Culprinol from Sherwin or CWF-UV from the Flood company, or any product from the Wolman company. These products penetrate into the wood and give a much longer and richer finishes that any of those cheap Thompsons products that last one month or so.