Impressive!! :-*
There is something about these skyships that keep alluring me too, but the sensible part of me keeps telling me that no good could come of this and I haven't the room to put on a decent game.
Your latest Martian ships look cool. I think if I was to get into this I would do an all Martian game.
Have you seen what this guy is doing? Some interesting ships that may be a good source of inspiration https://www.tregames.com/
(https://cdn.shopify.com/s/files/1/1098/4444/products/Cormorant01_1024x1024.jpg?v=1464968633)
If you are going for cloth, try silk. That may be your lightest option.
I've used calico material successfully as sails before.
Also I would consider light gauge wire to support the shape of the sails or act as guide lines for hanging them.
Regardless I always make my masts/sails detachable for storage so I would use small hooks as anchors, positioned around the ship, for the wires to attach to - again makes the piece less friendly for the placement of figures.
Hard to see but this is an example of how I've used "hooks" to attach sails before. There is enough give to detach the hook, but generally the line remains taunt.
(http://i298.photobucket.com/albums/mm243/fsultana/P7140036.jpg)
(http://i298.photobucket.com/albums/mm243/fsultana/P7140039.jpg)