Can't remember where in AZ you are, but in my brief visits to the Phoenix and Sedona/Flagstaff/Canyon area, I've been blown away how good I feel in the shade even when the temp is like 110 or something awful.
Out in the sun I felt like I might go the way of a Fremen on Dune without a stillsuit. But in the shade? Actually felt pleasant. Unlike where I live, where it's so god-awful muggy that there is no escape from the yuck. The sun and heat don't threaten me here the way they do in AZ, but there's also no difference here wherever I am, outside, shade or no shade. In AZ I felt like if I had some shade, it was still a decent day to be out.
And the evenings and mornings.....man, those felt nice, especially up in the Flagstaff region. We loved to sit on the porch of the Airbnb and drink coffee or whatever. Here, we get like two weeks in the Spring where we have any inclination to sit out on our porch.