The umbrella seals aren't factory, so it's not unusual to not find them. They're mostly used as a "stop-gap" measure before more serious head work is required. After the o-rings go, they mainly prevent oil from running back down the valve stem and puddling in the cylinder when the motor sits. That's when you get that puff of smoke on start up. A lot of people now also put the umbrella seals on in addition to the o-rings when doing a rebuild just because it's an easy time to do it and it provides extra measure of protection when the o-rings go south (which they will).

That said, I'm a little surprised that you are assembling the heads yourself. That's usually included when you have the heads machined. What did you have done to the heads? If you had new valve guides and seats, did you get new valves to match?

72 Sierra Grande - Maych

Forget about "do it right the first time". Do it wrong the first time to learn how, then do it right the second time.