Late in the day the sun has lost it's strength. Even in the day the sun is not strong on a window sill. You have the eaves of the house and the glass of the window between the sun and your plants. Put your hand on the window and I'll bet it's not hot. I used to grow all my impatiens on my south facing windowsill and they stayed there all day until I hardened them off for planting. When they are growing outside in summer they get the late afternoon sun and early morning sun too and they thrive.

Now I don't live in your zone but in my opinion they need that light and will come to no harm on your windowsill. Try them there. If they start to wilt you can always hang some cheesecloth on the window, but I don't think you'll need it