The Umbrum are lesser shapeshifters, while Changelings are true shapeshifters; whereas Changelings adopt basically everything from the creature they're shapeshifting to, including unique properties like poison and so on, Umbrum's shapeshift is more superficial. Umbrum often retain their own coat and mane color when shapeshifting, and cannot mimic unique qualities. This is perhaps rooted in how Umbrum get their food, from scaring creatures and then siphoning the fright from the athmosphere. Hence, they rarely need more than a passing semblance to a creature.
However, Umbrum's own, "default" form is extremely malleable and can shift with nary a thought, hence their form is often a reflection of how they picture see themselves. Umbrum can appear with wings, horns, or without either, and can change their size with relative ease. They can even be trapped in a bottle, though it is a rather difficult task to accomplish, or tower over trees. Umbrum are naturally leaning towards illusion-magic, and some, like Sombra, can use it to a devastating effect to the point of mind-control; fun sidenote, Sombra's illusionary fear-spells do work on animals, but the resulting reaction is too unpredictable, so he rarely uses those kind of spells on animals.
Their eyes are somewhat cat-like, and often glow white when in umbrum form, and adapt other eye colors when assuming fleshier form. They, much like many night-dwelling creatures, reflect oncoming light with tapetum lucidum, a layer in the eye that reflects light.
Sometimes ponies can sense an Umbrum even if they do not see it, as a feeling of something being "off", like hospitals, playgrounds and forests at night…
Pictured here is a general umbrum from the front and what I imagine Sombra's umbrum form to look like.