1. No the tank will not blow up from sun heat. The direct sun will significantly raise the tank pressure... potentially to 200-220 psig... but that is still less than 50% of the pressure needed before the safety pressure valve opens, and less than 10% of the pressure need to rupture a tank. You can't 'blow' the tanks safety pressure valve unless you build a bonfire under it
...and you can't rupture the tank because the safety pressure valve will release. A well known testing company went across the US collecting th oldest, rustiest, most beat up, hadn't been used in 50 years tanks and test the safety valves. They all worked within specified tolerance. No worries there.
2. You can cover it, and Dale has some great ideas about how to do that. It doesn't need to be fancy. Technically you don't have to 'protect it'... it's made for outside use, and it's probably one you exchange - and they clean, derust, and repaint them.
3. It's Texas. Add them to your trash can.
Now... since you mentioned disposables... I'm assuming you have a HH? If you are planning to use the HH with a bulk propane (20# BBQ tank)... and with the Texas heat... you will have some problems. Although the HH can be used at 'tank pressure'... it is quite finicky about what that pressure really is. The BBQ tank in Texas summer pressure will be far higher than anything you ever experienced with disposable canisters. That's not good. You made need to add a regulator. There is someone here who did and found it made a world of difference. Do a LE search with HH and regulator and it might pop up.
Me