i haven’t had that issue at all. i store them in the mechanical room off my basement when they’re not on the coop.
you can mostly see through them. they let all of the light through but are more translucent than transparent. from the yard, i can see the shapes of chickens moving around, but...
these are the ones i use. again, nowhere close to $200.
https://www.homedepot.com/p/Sunlite-24-in-x-96-in-Polycarbonate-Clear-Multiwall-Roof-Panel-132506/202091947
if you went up to the horizontal framing, that would be plenty to keep your birds out of the wind.
i have my run set up pretty much the same way, and between the roof and the poly panels, hardly any snow gets blown in at all.
closing in that top section of the walls is a waste of plastic...
you don't have to cover the entire vertical face of the wall, though. covering the bottom two feet of the walls is plenty to keep wind off of your birds.
one panel ripped in half gives you 2'x16' of coverage.
sure, they're a little pricier up front, but you'll still be using the same ones 5+ years from now. that cost amortized over several years is probably the same, if not cheaper, than using shower curtains.
also, the panels come 8'x4' like sheets of plywood. you can rip them in half and cover...