Recent umbrello windows builds are created with the help of the opensuse build service. To have KF5 based umbrello builds for Windows binary packages for KF5 and Qt5 are required. The last available version of KF5 is of version 5.26 (see https://build.opensuse.org/project/show/home:rhabacker:branches:windows:mingw:win32:KF526), which requires Qt binary packages with minimal version 5.5. Qt 5.5 is available on opensuse build services. 
There is a try to build KF5 version 5.29 for Windows at https://build.opensuse.org/project/show/home:rhabacker:branches:windows:mingw:win32:KF529. While working on this release it turned out that ktexteditor requires syntax-highlighting packages and both requires a mingw32 Qt 5.6 build which is not available on opensuse build service.

It is required to backport the mentioned packages to Qt 5.5 or to build binary packages of Qt 5.6 for Windows. Initial packages are provided at https://build.opensuse.org/project/show/home:rhabacker:branches:windows:mingw:win32:Qt57