Interior shots of coach #284 at the Colorado Railroad Museum don't show any shades in use. There looks to be a slot in the sides of the frames which I would assume would allow a shade to slide up from below, though from the photo I see no evidence of such a shade. I don't remember there being one when I rode in the car last year or so ago, but I wasn't looking for one, either. Do a google search for "coach 284", and click "images." It should be the second one. Then scroll down the page that comes up about 1/3, and you'll see the thumbnail. Click on that for the larger image.
I know similar cars from other builders had wood shades that slid down from the top. These would most likely have been stained the same color as the interior (if it was stained) or perhaps a mahogany color if the interior was painted.
I discovered Herbert Danneman's RG NG Varnish in my library and there are old shots of #284 and many other coaches including the one you mentioned with the visible slots. #286 is shown with fabric shades pulled halfway down in Juli 1937. Even #272 (closed vestibules for the San Juan) shows those shades after the modernization in 1937. Old business cars are shown with wooden shades. Parlor car Alamosa had fabric shades plus extra curtains.
Too bad, there is not a single color photo in the book.