inside the box or bag. That should suffice.it's probably more important to eliminate direct exposure to sunlight.That will certainly cause bleaching.
If cost is not a big issue, go to Home Depot, Lowes, or UPS and see what sizes of box can be purchased.....get those that best fit your shelving....and will accomodate your needs most efficiently.
Box in a box will always offer superior protection than a bag of any type.