There is plenty of discussion in Taharos about ohel inside an ohel or house and I have yet to see anyone say anything against making one. If there is such an issue, it’s probably kaballah. R’ Shlomo Aviner was asked about it and he said that it’s a superstition:
“Opening Umbrella Inside
Q: Is it unlucky to open an umbrella inside
A: Superstition. (but not to be done on Shabbat, as an umbrella is Muktzeh)”