My new house has a few big windows facing southwest, taking much sun heat
in
the afternoon. Have to keep the heat pump working till after midnight to
cool down.

I went to HomeDepot and hoped could find some kind of window film that
can
block sun heat - something like we put on minivan window glass.

Film isnt going to do it..Didja notice that even though cars have tinted
windows, it still gets to be 135 oF in there in the Summer sun.

It is not clear why you prefer tinted glass to: -- exterior shade, as by
an awning;

We hung some "roll down" shades outside the glass (white plastic tubes from
Big Box stores, sort of like Soft drink straws (shaped like 0 ).

We roll em up after the sun has passed by. It cut our "inside" heat WAY
down

- interior shielding: we fitted Venetian blinds to all windows facing
south.

We already had these "inside" but found that once the heat comes "in" thru
the glass, the house temp stayed right up there..
All the venetian blinds do is channel the heat UP to the top of the window,
then out into the room. They do help in Sun damage/fading.

There are rolldown "Sun shades" /sunchasers (like the ones on Larger RVs)
that even have remote controls.

Just make sure that whatever you get, is on the OUTSIDE.