Wow, that is horrible...we have not had weather like that for around three years now, luckily, but I would agree with everything the others have said, just set it up so that the horses can hang out wherever they wish, and let them out evening to morning (if it is safe to do so, of course) .
I would give you a word of caution about wetting down horses in extreme heat, unless you are going to put them in the shade afterwards, of course.
But putting a horse out in the sun that is wet can be quite dangerous, so take care.
Also take extra care if you have clipped your horses, you may need to put sunscreen blankets on them if you have.