Exactly, we do have exterior blinds/venetian blinds. There are several reasons for shading the outdoor area. On the one hand, the terrace stones are such massive heat storers and at the same time radiators that you can feel the heat inside in front of the window. The venetian blinds don’t help much with that. On the other hand, due to the south-south-west orientation, we have the blazing sun from morning until late afternoon and can therefore practically not use the terrace. The balcony over part of the terrace unfortunately only helps to a limited extent. It only provides about 50% shade and that only from midday onward; before that, the sun shines in sideways under the balcony. So you also can’t really sit there except if you sit in the back corner or directly next to the window. This problem would also be solved with an awning over the uncovered part, as this is east of the covered part.
We would like to control the wind and rain via a sensor, since the awning(s) definitely should be operated electrically. If the awning(s) is/are properly fixed, you probably wouldn't stay outside anyway when the wind is so strong that you have to retract it/them.
Regarding the sun sail:
We had that idea too, but for that you would have to put 2-3 posts into the ground somewhere. And take the sails down and put them up again whenever the timing isn’t right? It’s doable, but maybe in the long run you get annoyed and just stop doing it...