Sun corals do not require shade.
Sun coral is non-photosynthetic. That simply means it needs no light to grow and thrive. It does not mean it needs shade from light.
Most people lose sun corals because they stick them in a place under rocks ("in the shade") making it difficult to feed them.
As your sun coral acclimates to the tank, you will see it open when you feed the tank. That would be an excellent opportunity to feed it as well. In fact, if you have shrimp in the tank with it, they will steal the food from the sun coral if they don't also have food to eat.
We feed ours a combination of frozen brine shrimp, frozen mysis, cyclopeeze and fish eggs. If I have it, I also mix in some of the Reef Nutrition Oyster Feast. They will, however, thrive on just brine and mysis.
The only thing my sun coral doesn't like is high flow. I just tuck it in an area where the flow is blocked by a rock. Note, I don't block ALL flow, just high flow.
They WILL open and feed anytime there is food in the tank - lights or no lights.