Perhaps a web mesh, similar to what is in sportswear, would work for the lining.  Putting it in is the better MO to facilitate the stress & wear. 

I'd think you'd need to be alert to needle holes.  Which translates to your stitching being exact first time through.  Tension would vary with the thread.  Your sunbrella source should carry appropriate thread.  I made a snow blower cover for my brother back in the 1990's.  When I ordered the "fabric" from Green Pepper, I followed their suggesstion for a mildrew resistant thread & bought the spools from them.  Also made some items for my diving son from neoprene.  Used water sutable thread from Green Pepper as well.  Both projects are still being used and have held up very well.

A zipper is in order.  MO.  It's the placement you want to plan.  In order to make the cushions reversible, you might want to stitch the zipper into the seam, much like a lapped zipper in a fashion, rather than the center of the sides panel as is often done with upholstered pieces.  The centered being easier to sew is likely why they're done thusly.

Hhmm - just realized you mention making them this w/e.  Getting "outdoor" thread might be a stretch.  if you can please post & let us know how the all turned out.

nepa