Copy that. I'll try to be somewhat concise.
I've been designing, building, and installing sun shade/sail products for several years now; these include residential and commercial products. If you've driven through Phoenix there's a high likelihood you've seen my work.
The cheapie sails from Costco or Amazon are, well, cheap. They're usually okayish with regards to UV rejection but they do not tension well and they are not super durable. However, they are inexpensive and you can just throw them away and replace them when they fail or become unsightly. These are not the products my company deals with.
A durable shade sail will be custom-fit to the application's specific measurements and will have a perimeter pocket with wire rope sewn in so you can tension along the edges and textile more or less equally. This also prevents the edges from blowing out with a heavy wind; the corners will be attached with steel D-rings or similar and the wire rope will pass over them so the corners don't just pull apart.
Anchorage is where most people really fall down. The absolute least amount of pressure we calculate for wind force is 10psf; realistically, we more than double this calculation when making our material and anchor choices. A 3-second 90mph gust can very readily impose 40psf loads, if not greater. (This does not take into account snow loads.) If you have, say, a 20' x 20' sail it's extremely easy to get to well over 1500 pounds of force. The word "sail" is in the name: Make it vertical and put it on a ship and it will drag 100 tons across the world. At approximately 45mph we treat these textiles mathematically as solids because the textile does not shed wind or allow effective passthrough. They're also subject to not only downwards wind pressure but uplift, which is the fun part of design.
A corner-tensioned sail should have about 100-150lb of tension per corner to start with. This will keep it from accelerating much in case of wind. The looser it is, the more it will accelerate and the more force it will impart on an anchor; think of a kite running away with a loose string. You can get this amount of tension through turnbuckles but hardware-store turnbuckles WILL fail in the presence of decent wind (again, assuming you're using a quality sail and the sail itself didn't break). In fact, I even had a bad batch from a known good rigging house. As a result, we rarely use turnbuckles in final installations now. Instead, what we do is apply our final tension using straps or turnbuckles and then replace turnbuckles with chain that is secured by screw-pin shackles. Most of the time we use G70 load chain, as it has proven to be quite durable.
Here's the thing: Now you're using a quality sail that will last decades and you have good tension and everything is happy there. . . right up until your anchors.
I get a TON of requests from homeowners asking me to attach sails to fence posts, block walls, or roof fascias. The answer in each case is a solid NO. For attaching to a structure, this can be done safely with some caveats. If you're using a cheapie sail secured with light-duty nylon cord, okay, fine, use one of those cheap cleats held on to your fascia with 4ea #10 screws. Many other things will fail before you find the limits of safety, though for any installation that is designed to last an appreciable amount of time these are unacceptable (and will never, ever work for a wire-rope-reinforced sail). For a proper sail, generally what we do is build spanner plates out of 1/4" steel with forged padeyes and lag or bolt them into multiple structural members. This is a process that looks different from wall to wall and roof to roof; corners look different from parapet walls look different from rafter tails, etc. In some cases (e.g. multiple sails) there may also have to be interior structural reinforcements on gables, girders, or even sills.
Attaching to hollow block walls is never possible for a corner-tensioned sail unless you want to meet your neighbors after the first wind storm. Fence posts? Definitely not.
When we do independent columns (which is most of the time for sail applications outside of small courtyards), we build significant footers to accommodate that tension and uplift I mentioned earlier. You're not installing a scaled-up EZ-Up, you're installing a scaled-down pole barn. Our most common column material is 4" Sch 40. The rule of thumb is that embedment is approximately 1/4 to 1/3 total column height; if you're doing a 9ft aboveground column, you should have at *least* 3ft belowground. At least! When we do our footers we generally dig a 16" bore hole 3.3ft deep (per IBC). We may or may not use dobies depending on the soil. We use welded stubs on the column itself to assist in concrete adhesion; in many cases we'll also use rebar cages to keep the concrete from cracking. Our standard pour is using 4k psi concrete (box store concrete is fine here, so long as it's mixed and poured properly).
That's not discussing hip canopies or anything fancy, it's just your standard corner-tensioned sail. When I first started the business and did the math on stress vs material vs footers, etc., these are the things I found. They've since been backed up from my engineer (who often specs significantly larger columns and footers; don't think that what I've mentioned above is unnecessary/overkill).
Okay, this is already longer than I'd hoped. Sorry. Let me know if you have questions - email may be better unless you want a thread full of boring minutiae. I'm a licensed contractor (both specialty for shade structures as well as general, in both residential and commercial) in AZ and have a head full of this stuff. If you want to see some of the work I've done I'd be happy to post some but I don't really want to link to my website because that somehow feels icky and I'm not here to advertise.