From the making of I can see online it seems most of it is actually filmed in studio, especially when actors are involved up close.

It is noticable that it’s not filmed in a hot place because the actors are never sweating, they move too fast, their skin doesn’t have the color and texture of a strong tan, they don’t seem affected by transitioning from hot to cold, they touch sand with naked hands, etc. Compare with western movies that are actually filmed on location, they somehow feel like they’re filmed on a hotter planet than arakis

EDIT: seems that most of the scenes in the desert filmed in situ were also in relatively cold deserts as the filming crew is wearing down jackets