Brick+ wood would be the logical because brick+brick would transfer the outside heat to the bricks inside by laws of transitivity or heat transfer. Wood has always been a great absorber of heat and is economical to build .

Think it is important to remember that for some reason hot climates (hot and dry- arid) use concrete/brick/blocks/adobe walls and they do not use wood outside.. because there are also the cold temperatures to think about .. of course that those walls need to be shaded so that the sound does not reach them and solar radiation directly in the walls is minimised

Would then wood outside, by not absorbing be better?

Use of wood outside in hot climates is not preferred as wood decimates very quick in hot climates like middle east. And yes use of wood normally outside is good as it brings a lag in the heat transmittance to the internal layer which is brick. Bricks get heat late and is stored slowly and in night it is released back inside.

And for Denmark, as of my knowledge, sun shines very less. In this case there will not be sufficient time for heat to be stored in the internal layer of brick. So i suggest use of glazing on south so the sun heat is rather captured by the inside floor, that will transmitted back easily. And the envelope is rather a tight drywall system, no thermal massing.

Or if thermal massing is a must to use, a trombe wall system can be used.

Adil, the thermal mass is not necessary.. In Denmark, brick constructions are commonly used but those constructions differ from hot dry climates due to the need of a very thich layer of insulation. Besides that, in Denmark , it is possible, feasible and used already , wood construction with tight envelope. 

The questions is mostly for arid, since : 1. Thermal mass is essential, 2. the outside layer or skin needs to be able to be easily disassembled. For that reason my consideration on keeping Brick, air and wood.. on walls and good thermal mass for the floor and if that would be working fine.

The cheap way of doing it is brick and white paint (as for most observatories and domes where the telescope should remain at the night temperature during the day). The white paint will reflect most of the heat during the day but the slow elevation of temperature of the brick all day long will be returned at night when it is most wanted as generally these climates offer strong temperature swings between days and nights. This is by the way what is done here in the South of Morocco for most buildings.

It is true.. not i need light solutions also…right now i am considering textile , PCM and light structures combined with heavy

The most important thing is to shade the building. Roof and walls, west and east. For a desert the thermal mass is very important if you shade the building. If you do not shade the building, the thermal mas is a knife with double side, that means, it could be uncomfortable the air inside the building. I do not recommend to use withe paint in walls, because it hurts the eyes, but clear colors could be used. And according with your question, you want to use 2 combinations, but both of them could be easily improved if an air space is added between both materials: Brick + air + brick, with a 5 to 10 cms of air space. And it most considered a natural discharge of heat, with openings up and down the wall.

As far as I know for hot and arid climate go for high thermal mass wall which can  give the time lag of 8-10 hrs. Take care that bedrooms and other living spaces are oriented in such a way they are used during the time of the day. I will not suggest you to use wood in such climates because of comfort and well as construction issues.

Eduardo… You are completely right! Of course shading and openings are crucial, but lets say that is taken to its best solution and it’s “closed” somehow (even though integrated design process states that the design is a work of going back and forward and integrating solutions along the process)

Manoj and Eduardo: For now may us consider that the openings and shading are not “part of the equation”. If we focus in the envelope - since it is so crucial in sustainable good design- then 1. I need to assure that my design is able to be placed in a) Denmark; b) Saudi Arabia. and 2. It needs to answer climatic features and specifications (contrasting in those 2 countries) but still be able to have a layer (outside) as a second skin, that can be easily disassembled.

Denmark is quite simple.. due to the fact wood + a  lot of insulation + wood is a feasible solution.. Brick is also used in Denmark , but there it is mostly about the thick layer of insulation so that heat does not leave the room (of course, attention needs to be taken care of in terms of overheating , but never in the same extend as in Saudi Arabia)

Saudi Arabia needs thermal mass… needs to delay the entrance of heat during the day and release that heat during the cold part of the time. So brick, adobe and other traditional materials would be a solution.. double wall of brick and air gap .. we agree. BUT , here comes the problem. Brick is not easily replaced, disassembled, it is not light weight etc. The design needs the second outside layer to posses this features. 

Some experiments have being done with textile , PCM , palm and cllm etc.. My question is.. what would be the best solution? More sustainable and balanced? in order to not only answer the environmental and important human comfort but also not be too much money , to a point  it can not be used in mass.

wood is not the best , rather, is really opposite to good thermal mass, but what other light weight materials could be applied instead? Can’t wood be combined with good thermal mass materials and still deliver a good solution in the end?

See for the hot climate best material for wall will be mud.if u we talk about Kutch region you will find the different technologies in mud .And if we talk about use 2 combinations so, Brick +Air + Brick(there is a void between the two layers).