I've used umbrella to win two Cups with Challenge teams

It's what I'm currently using with Columbus and we're 2nd in the league in PP after 20 games. However, I know that's what I'm planning to play so I bring in the personelle for it, with a big playmaker at center set to pass and snipers on the wings set to shoot. It helps to have ad-man with a big shot back there too and a stay-at homer who is set to not carry the puck, not join the rush and pass to cover for any rebounds from the point shots. Downside is those rebounds occassionally do end up in shorthanded breakaways if your shooters miss the net.
On the PK make sure you have your guys not playing too much aggressively or try to put on too much pressure, think of games you've seen the PK always gets in trouble when it starts chasing the puck.
With any tactics question the most important thing is to be sure you are giving your game long enough to actually gather enough data to know if something isn't working or if it's other factors or just coincidence. 10 games minimum, 20 games better. Make small changes so you know for sure that the changes you've made are responsible for the effects (positive or negative). If you start changing everyhing every three games you have no idea what is working because of what change or what isn't. I thought I had everything set for my Columbus game but I lost the first five games. I swapped left wings between my 1st and 2nd lines and we won the next six. We're now 13-8-1.
It's a very complex game and there's tons of factors for why things go the way they do; you have to be patient and focus on trying to find real solutions instead of chasing ghosts, so to speak.