I use stainless steel nails for exterior projects. The easiest way to test if the nails are stainless is to use a rate earth magnetic. Stainless is non-magnetic so it won’t stick to the magnet…regular nails are magnetic. The stainless nails are definitely more expensive but they are worth it.
I also talk about painting treating lumber. It’s best to let treated lumber dry before installing it but if you don’t have time to let treated lumber dry in the shop, it might require you to repaint the finished surfaces of the project more frequently due to the extra moisture that’s in treated lumber. Finally, I use Ready Patch as a filler for most of my exterior projects. It’s an oil-based product that sands really well and doesn’t shrink. I use Ready Patch on painted wood projects and AZEK and have very good luck with it.