I would bet on the sunscreen being a better protection since it also protects against reflected light, but UV umbrellas are so much more convenient. Takes 2s to take out rather than 5min to apply sunscreen properly.

(except when it's windy. Rain usually follows the wind, sunlight does not)

Good point re: wind. We don't really get substantial wind + sunlight where I live often. Definitely something to keep in mind.

I'm not sure re: the sunscreen being better. Maybe as a platonic ideal, but it's really easy to miss places when applying sunscreen, whereas a UV umbrella does cover everything with no fuss.