"What is being referred to by shade here is: It is a shade that He Allah will create on the Day of Judgement and He will shade with it who ever He wills from his slaves. And it (the shade) is not referring to Himself jal'a wa a'la, because Allah is the Light of the Heavens and the Earth. And it is not possible that Allah be the shade from the Sun. That would insinuate that the sun is above him and that he is between it and between the creation. And whoever has this understanding then he is stupid, stupider than a donkey. Because it is not possible that Allah aza wa'jal would be under anything from his creations. Allah is al'Alee (The High) and al-A'laa (The Most High), and He is the Light of the heavens and earth"
Shaykh Uthaymeen's Sharh of Riyad as Saliheen
Dar al Ilm'miya Beirut
Chapter of the Virtues of Crying from the fear of Allah ta'a'la and longing for Him
Volume 2 Chapter 54 pgs.306-307