I am pretty sure you have to go to Santiago - or even better to Santo Domingo to find decent and nice pool umbrellas .
Years ago I looked a some nice ones in Ferreteria Harche in Santiago, however it is a long time ago and maybe things have changed there.
Try Ferreteria Ochoa - but the big main store. They have a few things for outdoor use and I think I have seen some big umbrellas there in the past.
I am sure you can get nice things in Santo Domingo - in Ilumel. They have a whole section with outdoor furniture and umbrellas. This store is pretty expensive, however they do have Sales once in a while.
Good Luck