You know what also creates shade. Let me give you a hint. It starts with "b" and ends with "uilding". Think about it.

I live in an apartment building. It creates shade only on the side opposite to where the sun is.

On one side there's a small park with trees that has shade all day. On the other side there are no trees so it's only shaded late afternoon.

I’m currently vacationing in super hot Tokyo, and yes, those buildings do create shade when packed around narrow roads. I get that in the USA where buildings are spaced so far apart from each other that this wouldn’t be very effective.

You know what stays hot even after sunset, potentially for the whole night? Starts with b and ends with “uilding”

Concrete buildings you mean, and even then, new ones are insulated well enough to not trap heat like pavement does (otherwise they couldn’t be cooled on the inside very effectively).

Except that building is probably made out of concrete, or other heat island-creating materials.

If your society is to incompetent to do what people 2000 years ago were totally capable of doing then that's your own problem.