if the exterior faces South or West, paint it a light reflective color rather than dark.

they get warm and warp and often the paint peels.

Is there a factory finish on it now?

If it is very private don’t bother doing anything.

On a door I like the encased window blinds best. Some doors can be purchased with them in the door glass or one can buy a kit where you put the entire system on the existing door. They won't bang or clang when you open the door, they don't need dusting and they are virtually unnoticed when open.

MIL had them on a door to her patio and they really were perfect for the purpose.

We have encase blinds on a few doors but not on the front doors.

Does anyone have no drill shade suggestions? The doors are new and in place so I'm not changing them. Thanks you. We just want privacy as an option.

Not sure if these would work on a door (may not have enough depth) but Two Pages has no drill roman blinds

https://twopagescurtains.com/products/custom-linen-no-drill-flat-fold-roman-shade-cordless

@Natalie I used a window film product like this: https://www.amazon.com/rabbitgoo-Protection-Adhesive-Reducing-Removable/dp/B00RDVE2L2

https://www.amazon.com/DKTIE-Non-Adhesive-Static-Cling-Decorative-Protection/dp/B0822H2GZP

https://www.amazon.com/KESPEN-Privacy-Anti-UV-Reflective-Black-Silver/dp/B07P7FKW8X

I was happy with a "stained glass" film and still am.

You say you have aprivate lot so why the window covering at all? Get a bright light for outside the door then inside will appear darker that might be all you need.