Interesting, and believable. But I quickly got bogged down trying to find confirmation. Don’t happen to have a cite for that in your pocket, do you?
Just so’s you know, the folks at arthur D. Little in Cambridge – the same ones who went out of their way to “make a silk purse out of a sow’s ear”, also went out to make a balloon out of lead foil.
it worked, but not really well. And it was just a balloon. Carring the rigid framework of a zeppelin as well is probably asking too much. (Lead is not only heavy, but it’s also wimpily soft, making hard to create and maintain a leak-free bag)
http://www.adlittle.com/fileadmin/user_upload/Prism_2006_s2_3_history-1.pdf
On the other hand, there’s the example of the US Navy’s ZMC-2. Instead of a traditional dirigible with internal frame, an outer coating, and then internal gasbags for lift, it was a completely metal clad dirigible, which relied upon the rigid hull for its shape, and had the lifting gas within that metal hull.
ETA: But I’ll admit it’s not using lead. Nor led.