We've got a similar issue on the south-east end of our house. It stays so much warmer in the two bedrooms at that end of the house. That's fine in the winter but once it warms up, it's almost unbearable due to the heat.
I've put window tint film that is supposed to block most of the UV heat and light. I've also taped up left-over reflective barrier material over the windows from where we installed it in our attic a couple years ago. In addition to these two layers, we have vinyl mini blinds and heavy curtains in one of the rooms. All of these combined seem to help quite a bit. Of course, there is no light coming in those windows now but it beats the heat.
The other room is worse but it's my gf's lazy, slovenly, 26y/o son's room so I'm not really motivated to help improve his situation much at all. This room is the worse of the two since it has a 20ft tall vaulted ceiling that holds a lot of heat in addition to a large, arched window over two standard windows that that let in huge amounts of sunlight. It's like a sauna in there but he keeps the door closed so that keeps most of the heat trapped in there with him. Otherwise, I'd be blocking all of those windows off just like the other room.
I'm sure heavy/thermal curtains would help your situation. I'm not sure about the window screen you referenced. That is some pretty expensive stuff so I sure hope it works if you go that route.