Go to a fabric store. Get the lace or whatever it’s called that they make wedding veils out of- light weight open weave, but might have enough rigidity to hold shape. For the “head” I would try to find something that isn’t solid like a balloon, I would guess that would create a lot of drag. A medium size crafter or florist styrofoam ball could work, but it might be better if you try to hollow it out and shape it into more of a framework instead of a solid sphere. Find a cheap kids toy with a led that fades to different colors, or if you could find a light weight ultraviolet light it would make the white glow like the old black light posters. A simple fix for any weigh down needs would be the appropriate size fishing weights. The Pac-Man shaped ones you crimp on to the line. Squeeze them equally spaced around the hem and it should hold it down. And the are available in very small sizes so fine tuning should be easy. Good luck!