I would probably second that upgrades need to be held in check. But you must make a good use of them, cause upgrades are what makes Harlequins.
I like Caresses very much, my regular troup have equal number of kisses and caresses. And some of the guys with just CCW - they will die first.
I'd take DE CAD for Harlies and have enough Venoms and Ravagers there, cause Harlies struggle at long range AI or AT and taking objectives.
I'd also upgrade the Voidweaver to BS5. Some points yeah, but blasts like those +1 BS buff.
One of the thing to consider is to use Ynnari Detachment, Harlies lose nothing there, only gain.
Take min size restriction abiding force then slap a biggest harlie formation.
The Dance of Death begins - embraces, caresses, and kisses,
The Harlequin loves you as you fall over in pieces!