How much time do you plan to be sitting? We don’t find we need an umbrella as we enjoy the water parks for the lazy river, wave pool and slides. Unless there are guests in your party who plan to be observing rather than participating, you may find you didn’t miss having an umbrella.
As the afternoon progresses the WPs clear out so some shaded areas will open up. Also, afternoon showers are extremely common in Sep so shade may come naturally.