Seems like a missed opportunity to have the Zeppelin also filled with hydrogen. It's lighter than helium and your balloon doubles as a fuel tank. If you are on a budget for weather protection, you could also cover it with a paste made from aluminum and iron oxide.
Legoland just doesn't want to run afoul of the FAA. It's allowed in Europe, but hydrogen is still prohibited as a lifting gas for aircraft in North America, even though pressurized hydrogen is permitted for fuel.