Yes, the plugin works with WP Umbrella but their connection is still made through the login page.
You can setup a custom login path using WP Ghost but you need to set the following option:
- Switched OFF the WP Ghost > Change Paths > Login Security > Hide “login” option .

- Set the same REST API path on WP Ghost and WP Umbrella settings


- Confirm the new paths and clear the cache on your website.