An UV filter won't help. The Orbbec cameras use NIR (near infrared) light.
A shroud on the camera won't help, because the problem isn't light that's coming from the side, it's that the sun outshines the light coming from the IR speckle pattern projector on the camera. For the same reason, an IR filter on the camera won't help because you wouldn't just filter out the illumination from the sun, but also from the projector - they have the same frequency.
An IR filter on the windows (aka "curtain") certainly helps. This technology is really for indoor use only. If you want a camera that works outdoors, look into stereo or certain ToF cameras.