I've seen red okra, I'm not sure it was red burgundy, growing in full sun in a garden just off 15th Street in Bessemer.

I grew some last year in a pot in full sun, unfortunately just one stem appeared with 3 pods. I was growing it to add to dried arrangement...hoping it would retain the burgundy color. It didn't but I still like the form...LOL Don't know about eating it...or if it would be better in some shade. My seed package called for full sun. josh