The right combo of magnets for your exact situation can be very effective. You can find magnets with holes in the center for screws...you can use special epoxy glues to glue them on...you can sew them into curtain hems...
We use them in the curtain hems and screwed to the inner liner of our amerigo
, plus the curtain hem magnets will stick to the curtain rods above, too, giving us more options.
For blinds or roller shades, magnets glued below the windows
and onto the bottoms of the treatments could hold the treatment nicely to the walls...
Showing two examples of the curtain in a tight roll, one of the "bow-tie" technique, and one with the curtain down and magneted to the door below the window. There's a Velcro tab sewn to the center top of the curtain panel...and there's another idea, Velcro. It could be screwed or glued or even stapled to the bottom of the treatment of choice, and glued to the wall below the window...
Just be sure to "de-hair" it once in a while if you travel with hairy creatures. I don't know if feathers would stick to Velcro the way pug hair will.
YMMV of course! The idea sounds very nice and, as you say, upscale!
I guess we go with downscale. It'll do.