I can give a suggestion, of course this would mean that you could not remove the scroll from the costume as easily.
Drill some diagonal holes in the scroll (you must be able to reach inside it) and then attach a mounting bracket. The mounting bracket should be made of a very sturdy material and sewn into the sash which you wear like a belt. This will not be much for support and the scroll will have to be very light.
Given time I would be able to design a frame for wear beneath the costume. That frame would give support to the scroll, but like I said it takes time to come up with a working design. If you plan to cover the scroll in fabric then you always sew it onto the outfit.
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