shimano uses mineral oil which heats up a lot is you do downhill.
Oh really? How much does it heat up and what problems does this cause?
As per Mags vs. HFX-9s
The Mag is Hayes' original break. The HFX-9 was brought out to meet a lower price point, it uses a cheaper lever body to bring the cost down a bit. (They both use the same caliper). The master cylinder on the Mag is indepent of the lever housing, which simplifies repair if it gets broken. On the HFX-9 the master cylinder sleeve is the lever housing (as are pretty much all other brakes). This means that if you break the housing you need to rebuild the master cylinder, or as it is often simpler, just replace the whole lever assembly.
Because the piston sizes are the same on the two brakes power/modulation should be the same. The master cylinder design on the HFX-9s seems to be more prone to trapping air bubbles, this can make the lever feel spongy if some air is trapped in there. There's no reason why a good mechanic can't make either brake feel firm though. Out of the two I actually like the feel of the lever blade on the HFX-9 more as it is more rounded.
The Mags were the class leader when they were introduced in 1998. They are still a decent brake, easy to work on and very rebuildable (all small parts available) but they are seriously outclassed in terms of modulation and ergonomics by modern offers from Avid, Shimano, Magura, or Hope.