I see that some of you are physics and some know economics but no one understand thermodynamics.

All that we have is sun-radiation. A typical good day where I fly is the radiation about 500W/m^2. Some of this radiation will be reflected back to the atmosphere. This is called Albedo and is depending on the ground, in average is the albedo about 33%. The remaining energy (500 x 0,67 = 335W) will be heat into the ground and eventually thermals for us to use.

If you now put a solar panel (electrical or water) into the system with and efficiency of 20%, will the ground and the air be wormer or colder?

The purpose of a solar panel is to convert solar radiation to energy (electrical or heat) and transport it to another place for usage. Therefor will it be less energy left to heat up the ground/air and therefore no thermals for us to use.
The only way a solar plant could be useful for us is if the albedo of the panels are so small so it compensates for the power drain it is designed to do.