Was at a small school, so rehearsal time was limited. Generally worked from 6-9 pm for summer rehearsals, so when we went out for marching from 730-9 the temperature was generally low enough to not be a problem. It was hot, but not painfully so. This stayed consistent because marching rehearsals rarely deviated from this even going into the year, with the 730-9 happening on Tuesday nights.
During the year, band period was from 8-845 so heat was never a problem.
Perviously, other schools I interacted with used a similar setup, making sure outdoor rehearsals were either in the morning or evening. Middle of the day was always reserved for indoor music rehearsals. This was in West Texas/the Panhandle.
That said, it seemed that when it got up to 105, unless drill was on a really big time crunch, we would go inside.