The word “shade” is first used in Genesis 19:8, where Lot says that the angels have come under the “shadow” of his roof. The shadow of Yahweh’s wings welcomes, protects, cools those who draw near to his house. To come into shade is to come out of the sun, out of danger, into protection, into hospitality.
And then the Bride says that Dodi is like a shady apple tree where she can sit and rest (SoS 2:3). Dodi is her house, her firmament, her roof. In his shade, she sits in Sabbath enthronement. And in the following verse, the shady tree becomes a house of wine.