Hey Rob. Do you mean a Derigible or a Zepellin? Basically Zeps have frames with gas bags in, Derigables are powered balloons like the Goodyear airships.
Here's another idea for Zeps, look out for any big plastic Easter eggs. This time of year you sometimes get these huge plastic ones that come in half across the centre (if it's in an egg-cup position) instead of vertically. They have sweets and such in one half, chocolate or toys in the other. Kinder and playmobil have previously done various big eggs like this too. With these you can have the rounder 'bottom' half at the bow and the pointy end at the stern with the fins added. The centre section can be tubing, drain plastic etc and can be as long as you like. Card or wire can be added in strips before that cloth covering is added. The overall weight is still fairly light. The shape is more like a WW1 Zep than the later commercial ones.
Sadly the size of most lighter than aircraft is massive compared to average figures. Your two footer would support a crew of 3-4 28mm figures of you were being pedantic! Also game use is tricky. This is why I'm going with a flying sky base for my Zeppelin Troopers, far more sensible and realistic!
Anyway, good luck. Sounds like all that polysterene is asking to be made into
something!