Yes, there are benefits to training in the heat, but there are also risks. As @Ivo pointed out, you are far more likely to overheat / heat stroke / dehydrate when exercising in hot weather. However, if you take the proper precautions, there are benefits to be gained from training in the heat. What's more, these benefits will directly impact your success in the triathlon and marathon you are currently training for.
A study was recently published by the University of Oregon into the athletic benefits of training in hot weather conditions. Specifically, they found that:
Heat acclimation improves the body’s ability to control body temperature, improves sweating and increases blood flow through the skin, and expands blood volume allowing the heart to pump more blood to muscles, organs and the skin as needed.
Interestingly, they found that this hot-weather training had improved the performance of the test group in cold weather conditions by as much as 7% for both the cyclists and runners. Considering the fact that you are training for cold-weather triathlons/marathons, I would say training in the heat is perhaps the best thing you can do to improve your performance. Once again, I cannot stress enough how important it will be to maintain proper hydration and not overexert yourself in the heat.
As far as your moving the workouts to the morning, that could work for you as well. I don't know what the temperature difference is, but I imagine you'll still be training in moderately hot weather even in the morning. So even if you move to the morning you might still be able to take advantage of the benefits of heat acclimation training. Additionally, exercising in the morning has benefits of its own and can allow for more efficient processing of calories / burning of fat. In the study, those who exercised in the morning and over-indulged afterwards had significantly better weight loss results than those on afternoon or sedentary plans. So if you were to switch to the morning workout, you could conceivably eat more food to fuel your exercising while still maintaining your current body weight/fat.