Bed Canopies
These hang from one ceiling hook and fall open around the mattress, so there is no frame to assemble and nothing clamped to the bed. Taking one down is the same hook in reverse.
Mesh density is the trade off. A tight weave stops more insects but moves less air, and a canopy that blocks the breeze makes a warm room warmer. Cotton hangs with more weight and reads as furniture rather than fancy dress, which matters if it is staying up year round. Size to the bed width, not to the room.
For light rather than insects, see blackout curtains. More bedroom kit in sleep accessories.