There are rock shelters on the cliffs above, and at my preferred spot (which is pretty obvious when you get down there...) there is very good natural shelter.

Consultation lake is just off the trail. leave at the cross in the center of this map https://mappingsupport.com/p/gmap4.php?ll=36.564649,-118.273224&z=19&t=s scramble down the gentle cliffs to the SE and you're there. Or alternatively, leave the trail at trailside meadow, cross the stream, scramble up to the left of the waterfall as you look at it, then cross above the waterfall and up the obvious gully and slab above, following the stream.