Is a Pyrex bowl suitable for a double boiler?
The funny thing about pyrex is that it isn't the same everywhere.  European pyrex would undoubtedly be fine (you can put a cold dish in a hot oven), while American pyrex is less heat-proof.

Having said that, a proper double boiler, in which only steam heats the upper container, would be absolutely fine with any pyrex.  The thing to be worried about is rapid, uneven heating or cooling.

In fact (and this isn't a suggestion though I've done it myself) even a normal glass bowl should be fine, as the heating should be even enough to avoid thermal stress -- unless the boiling water underneath splashes too much. 

As for the microwave, you can often melt things in it, but it's often harder than a double boiler. It depends what the ingredients are, to the extent that it's easier to melt dark chocolate reliably in microwave than white chocolate.