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Well, first, if you are concerned about the SPCA (or whomever), just PHONE them and explain your question and they will tell you what's ok by them, which seems to be your bottom line. Really! They don't bite
But in general, neighbors aside, gee whiz, it is NORMAL to turn horses out all day without a shed available. In really bad weather, esp. really windy cold weather, you might bring 'em in sooner. But I mean heck, look at boarding barns, they hardly EVER have sheds in turnout paddocks and while some only turn horses ouyt for a few hours (boo hiss) *most* put em out for at least eight hours.
Horses are FAR FAR healthier being outside as much as possible. With no shelter from wind there is a limit to how much out *is* possible, but just use common sense.
One option might be to see whether you could get large square bales (preferably straw) stacked 2-4 high to make some degree of temporary windbreak. You'd need access to a tractor wiht a bale spear to do this. It could be old straw or rained-on hay, but be aware it will get a bit moldy so I wouldn't do this for a heavey horse and I wouldn't do it for a horse so food-obsessed it will EAT the shelter.
Another possibility, if your fenceposts are stout and well-set, is to nail extra boards to them in one location (preferably the NW corner) to make some degree of windbreak. It will at least reduce the chilling of the horse's body and legs even though it's short, and horses *do* use shelters like that. You still can't leave the horse out 24/7 that way but it will extend the amount of time he can be out.
Good luck,
Pat