I can’t remember the Ballroom scene? Although I have done MFL a few times! There again being over the hill, might account for that!
With the scrim drape hangings, you can add weight by putting in ordinary light dunny [toilet] chain in the base hem, this will reduce any movement & still allow folds or shaping swaggers.
I think I would be tempted to use a complete scrim cloth as traveller on a tab track. Which will allow the transposition of lighting to reveal the arches & pillars.
One thing you could do is use the clear plastic sheeting used for patio roofing as pillars. They come in a myriad of colours & can be easily rolled to look like fairly realistic fluted Corinthian columns. Add a ply base & they can be lit with a lamp on the floor [Z position] from the inside or from the X position [over head]. You can use a colour wheel or scrolled to effect colour changes, also they would reveal better thru any folded scrim or whatever.
MFL is a fairly busy show & has a lot of scene changes, The designer may be better off being very minimalist & representative with set pieces, as with the original production where they used    2 Peraktoi [flats on a revolve] on the OP & PS dropping in cloths & set fly pieces, for quick changes of 30 seconds or less, during the ‘chase’ music & visual to the punters.

 That tobacco cloth sounds great Laura!
With a lot of the scrim I use, it’s not a sharkstooth weave, but almost any curtain net fabric that is cheap, even good old shade cloth, especially for drops.
I realise it is basically plastic, but it comes in 3.6 metre widths & ideal for most ameatre spaces. As it can be hung seamless & comes in half a dozen colours, including white & black. It has the characteristics of a sharktooth weave, which is great for lighting transposition & also as cheap as if it fell off a Ute [truck]!
However the darker colours tend to also bounce the light & creases can be a problem, if ut is not used on a tumbler or hung up to stretch, for a period of time. Which may or not be desirable. [it also melts easily with the extreme heat if it touches a hot lamp.] Although sewing up batten tail pockets & the like, can be difficult. Head batten eyelets can be punched put in the same as usual for cord ties. Or electrical reusable ties work well through the head eyelets & for the tiering on the tail batten, instead of making a pocket to hold the barrel [pipe] batten.  
Anyway that doesn’t help with the cooking of this chook!
I have used fishing weights, especially the elongated drop type successfully on light drapes. These also work well suspended on the contour panel cables of drapes. Especially where folded panels or scalloped swag are needed, when the dunny chain is impracticable.
One other thought is with the stepped riser. Use coloured opaque plastic as the kick ]face] boards on the treads & fit small pilot bubbles [globes] behind. As a festoon array & with a bit of mucking about, each tread could activate the row of bubbles, using a simple micoswitch activated by being depressed by the performers weight on the step.
{Nah that’s not MFL but more suited for A Chorus Line or a Los Vegas number!}
 Yet for the life of me I can’t remember the Ballroom scene in MFL}