Do the air filters in Mace's cold air intake to suite Holden VZ V6 cope with the heat from the engine or will I need to get a better air filter?

If the filter is installed as per the CAI kit, then there won't be any issues. Even if it wasn't, it would still handle the heat without a problem, unless the filter was installed next to an exhaust manifold on a turbocharged car which would be a bad place to put the filter regardless.