Hmm, i'd say get some tarp like material, sew on some paracord (Imagine a U of paracord and sew on the base of the U) so it lines up with the rods of the umbrella and tie it on, when the brolly is almost opened out full.
thus you will create a shelter wall and it will have a small lip overhanging to keep out any rain or wind where the tarp/brolly meet.