Not a single word, not an adjective, but catch the wind is relevant, idiomatic and standard English.
In your example sentence, you'd have to rephrase a little:
That umbrella catches the wind too much to let go of it.
Or maybe, to retain more of the flavour of your original:
That umbrella catches too much in this wind for you to let go of it.
It's difficult to find a dictionary entry for catch that covers this use precisely - after all, it's no more than the usual sense of catch meaning capture.
However it's easy to come across specific examples in a Google Books search. For instance:
Mechanic's Magazine, Museum, Register, Journal & Gazette (1826) p90
It is therefore evident, that whichever vane catches the wind, it
is forced downwards towards the perpendicular, and in that position
recedes, and is succeeded by the next...
14 Fun Facts about Blue Whales, Caitlind L. Alexander
The word sail means a cloth that catches the wind and helps to move a boat...
Petrels, Albatrosses, and Storm-Petrels of North America, Steve N. G. Howell (2012)
Then it tilts again and catches the wind to sail up, then glide down, on and on. If the wind is not strong enough, or the flight direction is not perfectly matched to wind direction, the bird often compensates or corrects by flapping a little...
Blizzards, Michael Woods, Mary B. Woods (2007) p30
A simple anemometer catches the wind in three cups. The wind spins the cups. The stronger the wind is, the faster the cups spin...
If you're prepared to rephrase your sentence a little, catch the wind should do the job and sound natural, without being in any way ambiguous, confusing or awkward.
(On the downside, Catch the Wind is also the name of a highly Dylan-derivative Donovan single from 1965, which is an oddly appropriate choice of name for a song where you're attempting to ride on someone else's musical coat-tails.)