I replaced my weather station a couple of years ago but in the worst heat of summer, the brick siding near where I mounted it gets 5+ degrees warmer than ambient despite never seeing sun.
I had one for my old station’s sensor but it was a different shape. I finally got around to making one for the new sensor, in order to hang it from the eaves away from the walls. A quick check with an accurate IR thermometer earlier confirmed they are right at ambient.
Medium draftboard. The holes near the top are for mounting wire. The vertical panel has a screw for the keyhole on the back of the sensor. You can just see it and the sensor in the 2nd pic.
(and before anyone comments on draftboard being susceptible to the elements, the shield for my first one was out there for over 4 years and looked as good as new. The draftboard had not “swollen” - I know because I still had significant scraps from which it was cut, measured exactly the same.)