Too complicated.
What you need for Venus is a cloud of controlled solar sails in a halo orbit (L1) using their reflective propultion for adjustments. A cloud of solar sails if you will. Make an opaque layer with a redundant thickness, not just a planet sized sunshade.
Controlling the cloud to minimise collisions would be an interesting computational task to say the least. Perhaps it'd take a dedicated AI or at least a well managed large scale computational task.
Like Larry said, a huge sunshade wouldn't be very stable the same way the rings of Saturn wouldn't be stable as a solid object.