Because happiness-based evolutions tend to be tied to positive experiences (for obvious reasons), it’s actually rare for a pokémon who evolves via that method to regret their decision later on. Even members of a branched line such as umbreon and espeon rarely show any curiosity towards their counterparts, simply because of the overwhelming positivity attached to their evolution.
Still, if you truly wish to avoid any possible feelings of remorse, the best that you can do is support both your umbreon and your new zorua. Train them both (especially your umbreon), help them unlock their potential as dark-types, and most importantly, provide them with a happy enough home that they feel safe, comfortable, and loved.
Congratulations, anonymous, and best of luck!