Our previous unit had shades but were installed from the factory. Our current Class C has 3 skylights, and while we love them, when we camp in super hot or desert areas, we need to cover them due to the amount of heat they let in.
We found that Camco brand skylight cover / vent insulator, part number 45195, work great and insulate at the same time. 2 of the 3 we have, have sunshade material on one side to reflect heat. We got ours at Menards, but I see you can get them at Wamart, Amazon, Camping World, etc. I have seen prices from $12 to $20 each. They are about 2 or 3 inches thick, and use friction to stay in place.
I know its not exaclty a shade, but for us it works great to reflect heat/light when we don't want it.