We've visited many beaches in the Caribbean and often have trouble finding shade -

any ideas on where we can find a beach umbrella that will fit into our luggage, so we can take it with us next time?

Oftentimes you can rent one fairly cheaply...Not sure I would waste space on such an item. Not to mention, some of the Carib airlines are now being much more strict regarding baggage weights.

You can purchase "smaller" beach umbrellas that have a carrying case (they are about 4' long when disassembled) which will fit in the overhead bins of an airplane but they will not fit in your luggage. Quite honestly I would recommend taking one. You can find rental umbrellas available on most islands and just about every island I've been to has a store that sells beach umbrellas (they don't cost very much) so you can always purchase one and leave it behind when you depart.

We attempted to find one for our trip in May to Turks and Caicos. Only one we found were the small umbrellas that hook onto a folding chair. Not really what we were looking for.

We did find fold up cabanas that would have worked, but were rather expensive. We decided not to get one for our trip. We did have a problem getting a beach papala on our trip, so we regretted not buying one. Check google for "beach cabanas".