A beach umbrella will definitely add a layer of sun protection compared to sitting in the direct sun. You can, however, absolutely still get sunburned while you’re sitting under one. The sun reflects off the water, sand, etc., and UV rays can still make it to your body and burn your skin.
So, even though you are sitting in the shade, we still recommend wearing your favorite sunblock to prevent getting an unexpected sunburn. Likewise, a UPF-rated sun protection shirt can add an additional layer of coverage for your skin.