Hmmm... I have never seen protective shades in a cat. Seems like everyone has curtains. Our older curtains were put on by Velcro tabs. We took them down during the day. The also had a tie so we could roll them up. I didn't like that look, so we would remove them. They had a white reflective back that really helped cut down on the heat inside. Would something like that work for you? The only other thing I could think of is to get some of that reflective, bubble wrap insulation
(Lowe's has it in their insulation
department). Cut that for each window and stick it on with Velcro. It would work, I am not certain about the aesthetics.