If the comic shop you're going to won't order a book for you then its definitely time to consider going to another shop. I don't know of anything that would prevent them from ordering it aside from laziness. I don't think the trades of The Umbrella Academy are out of print. I really doubt it now that Geek and Sundry have it up as a motion comic.
As for not daring to go into Barnes and Nobles, is this a personal decision, our did you snap in the middle of the store from an overdose of the Starbucks coffee and they won't let you back in? Too many of those White Chocolate Mochas can drive folks over the edge.