Shade sails are pieces of UV-resistant fabric that are stretched between several anchored points (e.g. wall, roof or pole) to provide protection from the sun. The fixed points must be stable to handle the tension required to keep the fabric taut.
Canopies are also made of fabric but they typically hang or are draped over a structure that may attached to a building (e.g. eave) or a standalone (e.g. four poster frame).
In either case for the canopy or umbrella, shade is made abundant throughout the hottest times of the day. All you need to decide is whether umbrellas and shade canopies will provide the coverage you need.