Is it permissible for the muhrim to shade himself with an umbrella?

There is nothing wrong with carrying an umbrella over one's head to protect oneself from the heat of the sun, and this is not included in the Prophet's prohibition on covering the head — for men — because this is not a cover; rather it provides shade from the sun and heat. It is proven in Saheeh Muslim that the Prophet (blessings and peace of Allah be upon him) had Usaamah ibn Zayd and Bilaal with him, and one of them was holding the reins of the she-camel of the Prophet (blessings and peace of Allah be upon him) and the other was holding up a cloth to shade him from the heat until he had stoned Jamrat al-‘Aqabah. According to another report: And the other was holding up a cloth over the head of the Messenger of Allah (blessings and peace of Allah be upon him) to protect him from the sun. This indicates that the Prophet (blessings and peace of Allah be upon him) was using this cloth for shade when he was in ihram, before he exited ihram. End quote. 

Majmoo’ Fataawa Ibn ‘Uthaymeen, 22/147, 148