Possible Clues:

• Chum protecting artist, thus providing cover
• It is held up despite there being no rain
• Soldiers watch over protective gear
• Friend covers artist thus in shade
• Release arrangements curtailed when apprehended? It may keep the heat off
• Airborne soldier needs very large sunshade
• Umbrella seen in 'A Sunday Afternoon on the Island of La Grande Jatte'
• Dainty umbrella relative
• Sun protection
• Soldier scowls occasionally, shading head with this?