Tekkie® wrote

Anybody have any ideas on how to make one. It needs
to be open to the air but not allow rain in. It also needs
to be able to pass the radio signal to the inside receiver.

Really depends on how close you want to get to the temperature
you would get with a proper stevenson screen. Those are quite
large because they need to hold the other instruments read
manually and to hold the ones with a chart recorder.

They are white painted wood slats.

You can get pretty close with white insulated plastic with some
way of letting the air flow thru it. Or a small electric fan.

There are plenty that are buyable with varying design quality.