I think that you should make the box on the outside of the fan hole and then see how hot the various parts get before painting it . Most of the heat would come from being directly connected to the light box. If you make it out of metal and you can't touch a part for a second, then I'd think the high temp flat black you can get at an auto supply store would be best. It gives off some fumes the first few times if heats. but really can take heat.