One added benefit from installing the PVC conduit is if there is a problem in the future, ie. leak , rupture or other problem, the pex can be withdrawn and the new pex installed. I am not a fan of direct burial of any heating lines.
Since the OP already said the rock is about 2' down, he should add a bed of pea gravel to prevent chaffing, Sand could be used if the rock is not shale, shale will steal sand from a ditch.
Also he posted the house is built on a slab, so the conduit can be installed coming out of the ground on the outside of the house, use an LB fitting to enter the house with a expansion joint right below the LB to prevent the conduit from ripping the wall up when it expands and contracts.
The Thermopex option looks like the next best option in the OP's situation. http://www.thermopex.com/?src=googletp&gclid=COGny6Pcj70CFS1p7Aodcm8AyQ
But he could still use a long radius sweep, the LB, expansion joint, and a short length of PVC conduit to come up out of the ground into the house from outside.
Be advised a long radius sweep in 6" is Big, very big.