I hybridize daylilies in Colorado also, what are you trying tets. or dips. the tets are much harder. It's not so much the sun but the temps. that affect the pod set. I pollinate early in the morning after the pollen is ready. Even at best, the success rate is only about 40% for tets. But I do find I get a little better seed set on the ones that get afternoon shade. I would try the shade cloth it can't hurt.

twopoots,
I predominately do tets.. I start the morning early with taking pictures while the pollen is drying. Then I switch over to pollinating, which can take me all the way up to 10 a.m. as I have over 1,000 seedlings that I can pick and chose from. Of course much of the problem may have been that everything had been dug up and moved last spring. I posted this question on several forums and what came back was, anyone that is using shade cloth improved their seed production considerably. Guess one will go up here about the middle of June. LOL
Thanks for your response,
Deb