Does the theater have a scrim? A scrim is a piece of cloth that hangs and appears to be transparent, semi-transparent, or opaque. The moon (and sky, if you like) would be created by the lighting.
If you don't have one, you might be able to borrow one from another theater.
[skrim] Show IPA
1. a cotton or linen fabric of open weave used for bunting, curtains, etc.
2. Theater . a piece of such fabric used as a drop, border, or the like, for creating the illusion of a solid wall or backdrop under certain lighting conditions or creating a semitransparent curtain when lit from behind.
World English Dictionary
an open-weave muslin or hessian fabric, used in upholstery, lining, building, and in the theatre to create the illusion of a solid wall or to suggest haziness, etc, according to the lighting
Hope this helps.