One of the things that needed to be added to my costume is interlining. Interlining can provide more "body" to light fabrics or insulation for "thin" fabrics. In my case, I wanted interlining to provide some support structure to the costume without adding too much bulk.
You can get some forms of interlining at big box fabric stores -- usually fusible interlining. However, fusible interlining can change how fabric feels. It definitely has its uses, but in this instance, it would be the wrong type.
For this purpose, I prefer a woven fabric --- similar to "horsehair" interlining used in men's suits or coutil (used in women's corsets and waist cinchers). It is sewn to the fashion fabric and treated as one piece.
The interlining is primarily to provide structure to the exterior of the garment. And because there will be an "inset" of fabric, it will also provide some support for that as well.
Here's what it looks like on the mannequin with the interlining. It looks relatively "smooth. The extra "wings" that come out of each armhole will hold onto the sleeves to help support and give it shape, as there is no shoulder seam for this dress.
And here's the lining portion.