1. There is a thermometer in the instrument screen.

2. There is a thermometer in the instrument shelter.

3. There is a thermometer in the shelter.

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Which expression is gramamtical?

I've never heard the terminology "instrument shelter" or "instrument screen." It might be better to say one of the following:

There is a thermometer in the instrument case.

There is a thermometer among the instruments.

The grammatically correct expression is:

1. There is a thermometer in the instrument screen.