i think they would likely be using intestines or cow stomachs as did the rigid airships of the time, as it was the only material that could hold back hydrogen, so that would've been an option. Especially with leather production, though someone would have to have thought about it first.

I'm not sure either hydrogegn OR helium would've been accessible at the time, though if we're tying to logically analyze this, its probably worth considering they would've alleviated like 80% the mass of the stone, and not all of it, as it's a little redundant to make the thing float.