Well, I think that's part of the problem. DF models a fantasy world that never existed on Earth, except as a computer game. The whole 1400AD thing is just a guideline. As is the whole Europe thing. It's up to us, and more so up to Toady, to decide what exactly belongs in the game, and doesn't belong.
The big question to ask is whether or not it's reasonable for a dwarf to have either invented, or obtained, the method to produce an umbrella/parasol.
One of the factors is technological sophistication. They obviously have it.
A second factor is whether or not it's something they'd find useful. As a species that dislikes the sun, and one that probably doesn't like getting wet any more than humans do, I would say that's a yes.
A third factor is how well would it fit into their lives? In their short tunnels, an umbrella-one that doesn't collapse-might be an obstruction. So that's atleast one point against it.
Cloaks on dwarfs, specifically, are more Tolkien's influence than anything mythological or historical. We can look at Vikings, though, and compare their habits, and the habits of the people they came into contact with, for the sake of making judgements.
Some discussion of textiles might also be in order here.
From Wikipedia: Oilcloth
Oilcloth was, traditionally, heavy cotton or linen cloth with a linseed oil coating: it was semi-water-proof. The most familiar use was for brightly printed kitchen tablecloths. Dull colored oilcloth was used for bedrolls, sou'westers, and tents.
Back to the OP:
"Also I hate having to order up tons of armor piece by piece. Could you add a second option to the smelters/craftshops that allow the selection of 'armor sets' to craft?"
I'd really like to be able to define, on a point by point basis, and on a game by game basis, exactly what makes up each individual "suit of armour", but other than that, this to me is a great idea.
Snow penalty and snowshoes also sounds reasonable.