Than we can do a quest to make a new Umbra, said quest give you a look into how actifacts are made. The only real problem will finding a prince willing to give a part of themself.
1. Umbra was created but didn't really become UMBRA as we know it until it somehow became a sentient being.
2. Clavicus Vile greatly underestimated Umbra and payed the price when Umbra STOLE part of his power. (he did not give it power it stole it from him)
3. Clavicus himself went through a lot of trouble to destroy it.
4. The other deadric princes might be a little crazy but they aren't stupid. They know full well know that creating a sentient weapon is asking for trouble.
5. Umbra was completely disintegrated after his spirt was reinserted into the blade. Its gone for good now

As for possible new dlc weapons. I wouldn't mind them fixing Keening into something useful (and make it so you can recharge the blasted thing) and reintroducing Sunder and Wraithguard. What would be really cool is that Keening or Sunder will ahve seperate enchantments that will only activate if all 3 are equipped at the same time. Sunder in 1 hand, Keening in the other.
*falls over at the thought*
Also I wouldn't mind Chrysamere and Lord's Mai. This game badly needs some more options for 2h blades.