How to heat proof aluminium windows, prevent heat from entering

For Q#1, no. It is typical, indeed expected, that they will only insulate the parts of a wall that border the outside of the home. Insulation isn't that cheap.

For Q#2, get an IR/no contact thermometer, frequently selling for $20 online for the lower end models. Check all the walls in the room and compare to other walls on the same side of the house. This will give you an idea of whether the problem is real or imagined.

The reason I suggest the issue could be imagined is that people, lights, and electronic equipment put off a lot of heat, possibly more than you are seeing transmitted through the walls. Just by working in the room, you will likely see a large spike in temperature.

The easy fixes for this problem are more weather stripping around leaking windows, outlets, etc and adding insulation to places you can reach, such as the attic. And finally, make sure your air vents are properly adjusted to send more air to the rooms you use. You may consider placing a fan on the floor at the door blowing cool air into the room (effectively pushing hot air out the top of the doorway).

This is not meant to be a complete answer, but might help with your understanding of it. My understanding of the physics of windows is as follows -

Nearly all radiation (visible, UV, infrared, every other type too) that travels from outside the house into the house and is absorbed (not reflected back out again) is converted into heat. I would expect that exceptions (such as the energy from UV light causing a chemical change, such as when it fades your couch, or waves that induce a current in a conductor) are relatively negligible.

This means any radiation that can be reflected from the window to prevent it entering the house reduces the heat load. Also, if the radiation is absorbed into the window glass (eg through tinting it), then some of the heat from the window glass will be lost to the outside (through both conductance/convection and some radiated heat) which is an additional benefit.

A heated window pane would like lose more heat to the outside than the inside because the wind would help keep the temperature difference between the glass and the adjacent outside air larger than the temperature difference between the glass and the inside air.