Patio umbrella in sturdy stand (yes, I had a hen try to sit on TOP of the umbrella!). Put a brick or two on the stand, just for extra stability.
Four good sized (5') branches and a medium duty tarp - the one with the silver on one side. Put the silver side UP to reflect the sunlight. Whittle ends of branches until they fit into grommet holes on tarp. Push branches into ground at least 6" if possible. Use string or twine to stake it into the ground (more branches!). If you wish it to drain water, push one side of branches deeper into the ground than the other - to make a 'slope' so the rain will drain the way you want it to go.
Large (square is better) planter or bucket or brooder tub or rain-barrel with a hole in it tipped on it's side so the top is the 'door'. Lay it so the 'back' or bottom is towards the south - which will cast a bit more shade than any other way.
A left-over scrap of wood (pallet?) - a 2x10 or a 1x12 leaned up against a log - both shade underneath and a ramp to play on on top!
A pallet with a 2x4" scrap screwed to the edge to make a 'teepee' type shape.
A plastic chair or side table - doubles as a place for you to sit also!
Ok, get the drift? Doesn't have to be expensive, or store bought or even stuff you don't already have on hand - just something to provide a bit of cover for your girls!