Can sexual selection operate in temperature dependent sex determining organisms?
Yes! Crocodiles are indeed a good example as the sex in determined by the temperature (ref) and they have some traits evolving through sexual selection (ref).
I think you went almost all the way to the answer in your thoughts. Let's categorize things a little bit and talk about Genetic Sex Determination (GSD) and Environment Sex Determination (ESD) separately; that might help.
Note that ESD and GSD are two extremes of a continuum present in nature. Note also that I will talk about sexual dimorphism only and not specifically about sexual selection. Of course sexual selection is one process that can yield to sexual dimorphism. You can replace "locus involved in sexual dimorphism" by "locus involved in selection selection" in what follows and that will work as well expect that we will lose some generality.
Genetic Sex Determination (GSD)
Physical linkage
Indeed if you have sexual chromosomes, then you can have loci sitting on those sexual chromosomes that are affecting only one sex and therefore have genders with different appearances.
Gene expression
As you noted as well, those genes causing sexual dimorphism can also be sitting at different position in the genome and be regulated (directly or not) by the sex determining locus.
Environment Sex Determination (ESD)
If there is no genetic variance for sex but the whole variance is exclusively environmental (ESD), then phenotypic differences between males and females are just determine by whatever environmental variable (temperature for example) is used. In other words, you can have loci being under antagonist selection pressure between the two sexes that is regulated (more or less directly) by the temperature.
In short, you can have sexual dimorphism in ESD just like in GSD that...
- the causal agent of the sexual dimorphism is not the sex determining locus but some environmental variable.
- sexual dimorphism cannot occur through physical linkage (as there is no genetic variance to determine the sex) but only through regulation of expression.
I recommend this book (although a little expensive).
Do males of all sexual species have Y chromosomes is a somewhat related post but might be too introductory for you.
Here is a nice figure from Bachtrog et al. 2014 that offers an idea of the diversity of sex determination system (thanks @rg22)
