Here's the complete profile for Fes Character. yes, she likes to bring umbrella everywhere. Although she's pretending to be sick, she doesn't want to make it worse in rain.

Fes:

This girl is ill, or to be put bluntly, put herself into illness. Same with the boy, he has ‘attention fetish’ but with different way to show; that is to make her look ill. It’s somehow quite working in real life but not in reapers game. This makes her ‘only weapon’ stabbed backwards’ to herself. No one pities her in this game. She has to stand by her own feet that make her incredibly irritated.

This is what makes her angry all the time, almost to everyone. If she can’t get others attention with her usual way in this game, she sure going to make through it by poking everyone in their eyes!
She’s actually cute…when u knows her better in the game…