Dumb literary headcanon: Though most of the single males in the Black Egrets have eyes for Parasoul (Or the significantly more realistic Roxie), one of them in particular, by the name of Magwitch, only has eyes for Molly. Once an egotistical convict with no regard for anyone save himself, he was set up by his former partner-in-crime and imprisoned. During his prison time, he had time to reform his way of thinking, and volunteered to become a Black Egret in order to cut down on his sentence. Magwitch views his status as a means of a way of taking power away from people who don't deserve it, and he's always eager to take down a supercriminal with his own two hands.
Misc. headcanon that I'd prefer not to believe: Umbrella was a natural brunette. She started dyeing her hair pink because, in her own words, "I'm more of a strawberry girl than a chocolate girl."