What material should I use for deck privacy?

Natural Shrubs and Trees are good windbreaks......

Call your builder back and have him come out and give you a bid for a wood fence/railing. If it is that breezy, a wood "fence" may be your best option. I would have included it in the original build of the patio cover, but hindsight is 20 / 20.

I just covered my deck also. We are putting up 5-1/2" cedar fencing in a horizontal pattern on the bottom because our spindles are too far apart and the cedar was given to us. These met the ordinance of the County, but we are now under City ordinances. There will be about 1" gap left under railing with the top 5-1/2" board. Then we are splitting them in half and putting 3, of the 2-3/4" boards with about an inch between, then finish off with another 5-1/2" board. We will leave the back side facing the woods open at the top because privacy is not needed.

We had some small trees cut down before they became a problem and this caused a clear view on one side of the porch. Since the bottom is going to be private once we put up the boards, I wanted privacy that was not permanent.

We are going to use 1/2" black plumbing pipe to make a hanger for a curtain. A 3' pipe will be attached with a plumbing anchor to the railing up from the edge of this railing; fit into an "90 degree L" fitting pointing to the post on the left where it will be attached with a 8' run of pipe and anchored to the post on the left. This will be 6' tall. This pipe at Home Depot comes in 10' and 3' lengths. They will cut the 10' piece to 8' and rethread for the fitting.

We will use a white cloth shower curtain when needed and take it and hooks down when not in use. Easy to reach, easy to hang, easy to remove and easy to store!

If this is one of the new retractable awnings - they sell side curtains to fit them.