Brolly is just an informal brit name for umbrella.

In England, a "brolly" can be an informal name for an umbrella. This is a British usage, we don't use the word "brolly" in the United States. When you ask questions in this forum, it is helpful if you provide context--the full sentence in which you saw the word.

You probably mean "prolly". "Prolly" is not really a word, but simply represents a greatly-reduced pronunciation of "probably".