I have a baby now and I’m really worried about the possibility of heatstroke. I’ve watched a bunch of youtube videos about how babies die when left unattended in the car. Not that I’m going to leave my little one alone under any circumstances, but who knows what could happen? Even if I am in the car, who knows what might happen even with me in it.
Opening the windows is common sense but that’s where another kind of danger comes in. The drafts. And then the air itself is hot sometimes so opening the windows wouldn't help. And then there’s the sunlight.
And it’s kind of hot where we live.
Any advice?

I think you’re worrying too much. I’ve never heard something like that has ever happened to children under adult supervision. And that’s what you’re worrying about.
I mean, overheating is a concern but not as big a problem as you apparently believe it to be. It is more a matter of comfort/discomfort, even for kids.
Do you have an air conditioner in your car? Because THAT would help you. Or you can get a sunshade. Or keep your baby hydrated. In fact, I recommend that you read this I think it fits your situation perfectly.
But I still think you’re worrying over nothing. The heatstroke statistics is obviously for parked cars: http://noheatstroke.org/ So just relax. Everything is going to be fine!