There is a lot of symbolism in Mika's concerts. I think you're right with the angel and the creation story.
As for, "Gray Skelly", she might be wearing beads similar to those of Mardi Gras, but in reality that is the traditional attire in Mexico's Day of the Dead. I think that rather than seeing symbolism for the umbrella we should comprehend the actions.
The way I see it, at first he is standing there alone and cold, snow is falling, and he seems somewhat afraid. Afraid of possibly death or just possibilities. Then comes death, he faces his fears and shields (covers with hands) him from the snow pouring down on him, he embraces it, and says goodbye or maybe a see you later. I might be looking too into it, but I think the overall message is death, and our fears, maybe even saying goodbye to those we've lost (what we go through when we do).
As for the serpent, peace dove, and tree, I think you're right on the mark. Just like to add, that the dove is coming out of a cage.