1) Consider a wood better suited to the outdoors such as cyprus or cedar
2) Use a marine varnish or poly with UV protection only if you want to be refinishing in a couple of years. Otherwise, don't finish the wood. You can still color the wood with stains to achieve the tone you want but, any stain and varnish combo will degrade within 3 years if exposed to the sun.
3) Avoid the use of plywood. It will delaminate over time.
4) Consider painting your birdhouses. Paints are much better for UV penetration, that's why most houses are painted.
Member; Society of American Period Furniture Makers