This is a request from StevenPepi, and it's been a long time coming. First I had to find an episode of the TV show that showed Celestia walking in profile, and that showed her whole walk's animation (Celestial Advice). Then I had to create a base for that walk-animation, and it took several tries to get that right---and even now, there's some room for improvement!
Fortunately, I think Steven was okay with me doing this request for him without animating Celestia's mane and tail---those have 80 frames each, and it could be months before I get done with them!
Also fortunately, I have the perfect excuse to not animate them: since it's a rain-outfit that I'm drawing for him, and since her mane and tail stick out way past her umbrella, she'd somehow need to tie up or cover up her mane and tail in order to keep them dry. So I drew plastic covers over her mane and tail; those are keeping them from moving.
Apart from that, I mostly stuck to Steven's original design; I gave her a very wide-brimmed rainhat---wide enough to keep her whole horn protected. I also gave her an umbrella with her mane's colors. I hope that it's okay that the umbrella and the pocket on her raincoat move about as much as they do; I tried to give the impression that her rain jacket is stretching a little as she moves her legs.
Besides the plastic mane/tail coverings, pretty much the only difference I had between this outfit and Steven's design is that her front hooves are being protected with boots. I figure those can step into puddles just as easily as her hind hooves...!
I hope this is what you were looking for, Steven!