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I've always built my harlequin army around a Masque detachment. It's the only way to get Shadowseers that are full ICs in an army. Being able to run and charge is also a wonderful asset to have on your troupes.
Usually, I've run a shadowseer, solitaire, three troupes, three transports (one dedicated, two fast attack), obligatory void weaver in a masque as my primary. Death Spectre if I want to protect a unit with shrouding.
For eldar allies, a farseer on jetbike, two units of bikes, and a skathach wraithknight with infernos is my go to CAD. Enough to add some long range shooting, quality ap1 shots, and more psychic dice to help out the harlequins.
I've slotted in the Heroes' Path a few times to larger eldar armies for fun (certainly is great for all three characters) and have tried to make heroes path + falochu's blade work with a bike themed force.
As you mentioned, most of the problem is that at minimum, a masque detachment runs you 500 points exactly, before upgrades. You can comfortably do harlequins as a mono army up to 1250 points or so, but anything higher you need allies to flesh out your force and not be lacking for anti-tank or long range.
Consider a different army at 500 points or at least bump it up to 600 points to get some wargear for your troupes. 1000 is the minimum I would play harlequins at.
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