This could also be applied for much smaller stacked Magnus balloons between several tethers or stacked Magnus (instead of Sharp) balloons between only two tethers and possibly under a kite (sketch below: the kite is retained to aid takeoff, but it could perhaps be removed, vertical crosswind flight easier), mitigating inertia issue for a same overall area of balloons and therefore a lower overall volume.
Installing the Magnus Flettner balloons between paired tethers like mentioned above and like I did with Sharp rotors, is a natural mean to avoid any heavy frame for each balloon which is held in rotation by its two ends within its respective paired tethers.
Apart from this, the balloons could be heated by their respective motors of rotation if it is required.