I think I originally read about the peppers & shade in the book 'The Pepper Garden' by Dave DeWitt, the 'Pope of Peppers'. There were pictures in his book of these fields peppers in New Mexico (I think), and shade cloth was brought in for certain parts of the day to hang over the crop. There was an accompanying paragraph in the book discussing the idea that peppers are an understory plant in their natural habitat and that they really have not evolved to be full on sun worshippers.
Agreed, peppers do appreciate some light shade.
When I grow peppers for seed, I cover those plants with a light grade of spun polyester row cover, to prevent crossing. The cover is placed over a PVC cage frame, and all sides buried at the ground except the downwind side, which is held down by heavy weights. The weighted side provides access for weeding & harvest.
The peppers remain fully covered for about a month, until the peppers which have set become visible; then the weighted side is clipped open to allow insect predators. (If the cover is left closed too long, the aphid population can explode, and severely weaken the plants.) Once open, wasps, ladybugs, lacewings, and syrphid fly larvae quickly consume any aphid buildup. The cages remain open until cooler Autumn nights arrive, or until the peppers are harvested.
What I've noticed is that the pepper plants grown under the light shade of the covers are much more productive than the same peppers grown uncovered. This is due not only to a heavier set, but that there are no losses due to sun scald, and far fewer damaged by snails or insects. IMO the peppers also benefit from the increased humidity within the cages, which may contribute to the heavier set (tomatoes & beans suffer under the cages from that same humidity). I do have to watch for mice late in the season though, as their other food sources begin to disappear.
Peppers do so well under the cages that I even caged the greenhouse plants I purchased last year, although I had no intention of saving seed from those. Even planted 3 weeks late, the production was incredibly high. I would especially recommend this method for growing bell peppers, which are more vulnerable to sun scald... and jalapeno production under a cover can be phenomenal. I've also planted peppers in partial shade behind a row of pole beans, with good results.