Since you say: much closer to a star, and on earth 130° Fahrenheit were already exceeded, I'll go with Celsius.
Many things can be done, the question is: what does it cost?
In terms of money, time, work & maintenance.
As Michael Karnerfors said in his comment, in such a scenario there would be very few good reasons, if any, not to go underground.
Instead of investing time and resources to develop, build and maintain special buildings.
You also need to consider what happens to the atmosphere, which can or will be gradually stripped away by solar winds if its planet is to close to the star. Which then leave the surface even more exposed to radiation from the star.
If the atmosphere can be retained it probably will start heating up, so I doubt that temperatures will be able to drop below 0° at night.
Depending on how close the planet is to its sun, and how old it is, it will also start to slow down.
A day on Mercury is 58.646 Earth days, that's because the gravitational pull exerted on it by the sun is slowing down its rotation.
So you will end up with a tidally locked planet, which has one side constantly facing its sun.
The only way is down.
No special materials or maintenance needed, just dig a hole.