This is just totally phenomenal. The paper doll animation at the start is so beautiful, your paper theatre reminds me of the PMMM segments animated by Gekidan Inu Curry; it's both stylish and very intelligent throughout. I can tell you know your stuff.
Coppelia happens to be the only ballet that I've seen, which was put on by my ballet instructor at the time, and that I saw with another student who had a waist the diameter of my thigh and was more talented than me. The teacher liked me more, so it was a weird thing. I ended up quitting that class after an injury and haven't gone back since I've shaved my head.
The way you integrated the plot of Coppelia into the metanarrative of Merill and their projection onto her was smart. It was a well wrapped up tragedy!