You can hang lights, but you need to use some of the new quick release hooks they sell. If the wind comes up, you can pull the lights down quickly and get the awning in.
We have a sun shade that has two parts. One part is permanently mounted in the awning slot. It comes in lengths for various awnings and it comes in different "drop" sizes, depending on how high up your awning is. Mine has a 12" drop so I can reach it. The part that is mounted in the awning trough has a zipper the full length. You add the actual sun shade by zipping it to the awning piece. In an emergency, you can quickly unzip it from the awning. The piece that stays in the awning rolls up with the awning without any issues.
Don & Mary
2014 Newmar Dutch Star - All Electric - 450 ISL
2016 GMC Canyon 4WD Crew Cab