So as a bit of background, I often like to over-engineer anything that I've put my mind to building, so similarly when building my shed, went with a breathable membrane and over-specced the timber several times over).
I'd always go for treated timber - it's not a huge amount more, and it just means there are fewer concerns over the years with respect to rot etc.
Re: fixings, I ended up using Spax BZP screws almost exclusively - yes they're not the cheapest by a long shot, but just a pleasure to use. For fixing the cladding however, I did use S/S Tongue-Tite torx screws. I have to be honest, part of the reason was that I just *like* the aesthetics of these screws, and they are also less prone to splitting the wood. It does also mean that I don't have to worry about rust, which, whilst I wasn't bothered in the slightest about structural integrity (I think the shed will be here long after we've moved home!), it does mean that 2 years on the fixings are still as visually pleasing as they were the day they went in.
Just one thing to query - you said you put cladding over the top of a membrane - did you leave space between the cladding and the membrane?