If you hang something on the shade material it will probably fly around when your shade structure is hit by a gust of wind. There can be a lot of gusts and they do cause most shade materials to move. I personally would not want something big and pointy flailing around every time the wind blows...
Use the frame to hang stuff... (either attach directly to your shade frame or suspend hanging lines
between the posts in your shade and hang stuff from that.)
This can and does happen: