Sun corals don't require shade. They are simply a non-photosynthetic coral, which means they don't have any light requirements.
A lot of people lose sun coral because they tuck them under rocks, making feeding them difficult. They also prefer some flow - certainly not a pump blowing directly on them, but flow which will easily remove excess food from between the polyps. Put them in a place easy for you to access so that you can feed them easily and properly. You need them in even less flow if you have shrimp in the tank as they will clean off the coral for you.
You want to target feed them when the polyps are out. We feed a mix of spirulina enriched frozen brine shrimp, frozen mysis and when I have it, Reef Nutrition Oyster Feast. I just defrost the frozen foods in a small container, suck it up with a baster, then spray the food close to the coral.
As they get used to your feeding schedule, they will open the polyps when you feed the tank, allowing you to target feed easily.