why did Max shoot her for almost losing the umbrella?
Believe it or not, it was a comic relief scene, as was the earlier one involving Clay. I liked it and Max is one of the more unusually funny super villains, I've come across since Dr Evil. In fact it's the most humorous role, I think I've ever seen Jason Patric play.

Correction: I had Clay confused with Wade.

Unless it was a nod to the offbeat villains of James Bond and The Man From Uncle (TV series), why did Max shoot her for almost losing the umbrella? The only thing I can figure is that he is insanely drunk on power. Did I miss something? It was just a few scenes apart from him chastising Clay for dropping the guy off the roof.

She's listed in the IMDb credits, but uncredited in the film.
What I wanna know is the name of the 2 biker babes that drop off Chris Evans and the sniper.

I'd love to see you in the moonlight with your head thrown back and your body on fire.