I have the same problem with the heat coming from under the dash, around the steering column, through the door latches and so on. A lot of people talk about insulating the tunnel and the back wall but I don't think that either of those will make much difference while driving at speeds of 35 mph and up. At slow speeds maybe, but at speed not so much. There are 3 large radiators up front and fans blowing on them to remove the heat.......where do you think all that heat is going to go when your traveling at 35 mph? It's going to get forced backwards into the plastic firewall and go through any crack it can find. If you have the just the windows down it's worse as it seems to create a vacuum in the cab that sucks in both the heat and dust. I have found 2 options to minimize the heat / dust.
1. Open the side windows and crack the windshield to the vent position. This seems to pressurize the cab or at least force the air to circulate thus removing some of the heat as it exists through the windows.
2. Close it up and run the AC. Having a 2 door makes this task easier than a 4 door for sure.
Polaris updated the Pro R this year and added a big heat shield behind the radiators that deflects the hot air out and around the cab to help improve the heat problem. They also added fresh air vents on top of the hood that force fresh air into the cab. In my opinion this is what the XD needs to help solve the heat problem at speed.
Now it's safe to say that anything opening that get's sealed and or insulated should help, the question is how much and does it solve your problem.