I don't believe there's any reason/benefit to removing the lower limbs/leaves until they start to yellow/die off. For peppers, you could pinch off the first buds at the top of the plant to create a bushier plant that produces more. You may have already done this, as it appears your plants have two main stems now.
I did crush most of the first buds. They're doing pretty well, but I've read in some places it helps to trim the leaves from the first few inches to improve air flow and keep them off the ground.
Also, when the heat of the summer hits, should I shade them with something like window screen so they aren't getting intense sun in the middle of the day? My plants last year got scalded pretty bad, and I'm wanting to avoid it again this year.
Full sun shouldn't matter if you keep them watered enough although I've never grown them on a deck in pots. The issue would be drying out a bit too much too fast.
This is South facing and gets pretty intense sun in this summer. I'm just worried when it starts hitting the 90's and 100's in the day that it'll stress them out.
100 degree heat will impact every plant. It's hot. For watering, don't check when you get home from work (after afternoon heat), check plants in the morning. If drooping in the morning, water them.
50% shade cloth saved my peppers last summer and they produced through November. I always top my peppers by a third after a week or two of being in the ground to produce a squatter more prolific plant.
In the hospital welcoming my second child so no access to my garden but have a lot of spare time to peruse texags. I got mine in a little late this year due to my Brussels and kale still producing. Check out the video below, this guy is a good follow. He's in San Diego so close enough to our growing zone to be relevant to us.