I think some1 made a thread similar to this topic. It really depends on where the sun fall during the 'golden hour'. If your room is facing the west side, you will definitely get a free sauna from the sun. Like my old room, I got it straight hitting to my room and it's really a hell where the heat will stay until the next day. I had blind outside of the window, with my window being tinted, and curtain as well, but it still wont help. Even if I on my aircon for the whole day also it's the same

If your old room are on landed property and just below the roof, you can install a ceiling ventilation fan and let the fan suck out the heat in the evening.

Cladding, bit overdo right?

My new room is facing west. I am seriously thinking of cladding the exterior with something to block heat.........

Anyone knows how much to do external wall insulation i.e. extruded polystyrene foam XPS?

Probably cheaper to clad the interior wall.  Works for me.

Probably cheaper to clad the interior wall.  Works for me.

Internal wall half will be covered by built-in wardrobe. The other half I will DIY cladding using wood composite like PrimaBoard.

Hm....come to think of it....bit overkill?  But I will like a cool ('cold') room.

No idea how effective PrimaBoard will be as a heat barrier.  I used nyatoh.  My wall faces NNW and that is enough for it to absorb a significant amount of heat from the afternoon sun to radiate it into the room at night.  A wall that directly faces west must be hellish.  Let me know how it goes with the exterior cladding.  You should consider double glazing as another heat barrier.