In the sun, yes, they could be too warm and seek the shade....or they may have been spooked and felt sheltered there. Hard to say for sure without knowing all the variables of their experience.
IMO that's too hot for 2 week olds....
maybe 80°F under the heater, but could go much cooler ambient temp.
Here's my thoughts on chick heat with a lamp:
https://www.backyardchickens.com/articles/aarts-chick-heat-blurb.75619/
That's bit different, as they can go under mama to stay warm, especially at night.
At 2 weeks they are not fully feathered and would probably need some heat, especially at night.
What are your night temps?
Where in this world are you located?
Climate, and time of year, is almost always a factor.
Please add your general geographical location to your profile.
It's easy to do, and then it's always there!
View attachment 2542729