So firstly relevant lore dump from the Eldar Harleequins (Space Elf Clowns for the uninitated)
Harlequins see no distinction between art and war, and their outlook can best be explained by reference to the legend of the Fall; one of their self-appointed duties is to keep this legend alive through their performances.
The Harlequins are lightning-fast warrior acrobats. These enigmatic beings do not differentiate between war and art, applying their lithe, inhuman grace to both without distinction. Sinister, mysterious and mercurial, they wage a never-ending guerrilla war against the servants of the Ruinous Powers in the name of their Laughing God. Harlequins are the strangest and most inscrutable of all the Eldar race. Their mastery of the physical arts, twinned with their incredible speed, makes the Harlequins truly deadly fighters. Every moment is a performance, and they perform their legendary masques with puissant skill, flair and passion –- their hallmarks upon the field of battle.
So with that in the back of my mind - I was thinking of either an elf or eladrin bard (college of blades), possibly college of glamour but that is less stabby. Also possibly pick the blessing of correlion to further reinforce their mercurial nature and fliud approach to mundane things such as appearance or gender. Wear gaudy colours, a mask, grim in-combat puns possibly a bit like Hae'Dalis from Baldurs Gate 2 in their approach to things. Chaotic Good with a Chaotic Neutral twist (few things are serious, even death) but they are a force for freedom and good.
My main struggle is the motivation of the character - we're planning to play dragon heist and my only thought would be that pulling off such a heist would be a work of artistry on a grand scale!
Anyway, any bardic tips advice or suggestions would be appreciated as I tend to DM not play PCs too often!
If you can get hold of a copy of Guilds of Ravnica - the Rakdos performance artists / anarchist rioters has some nice art and ideas for motivation for you - however they dont entirely fit the Harlequin as they original appeared in G.W.s whitedwarf magazine, as they have changed over the years the lore has twisted a little so see how close this is.
You want to have a consumate battlefield monster - fluidity and options over armour. *query 1) do you want to concentrate on harlequins ranged combat and specialist weapons or go with a more GW woodelf melee wardancer approach (the fantasy version of the harlequins)
You want the flavour - driven by dreams and visions of where to be and what to hunt before disappearing to practice your art.
If thats about right then how about these
For melee you will want to consider feats - charger sentinel, mobility and any that allow options in combat are a good idea to show off 'artistic' ability. If your not planning on being a fighter class then martial adept feat for the occasional signature flurry could be a top pick. Considering whether you will be using armour or not, if not then monk as class works thematically better than a barbarian but if armoured a rogue for horrific sneak/'weapon mastery' damage dice, acrobatics and skills to customise yourself with are clear front runner.
If ranged then check some of the weirder weapons, boomerang darts whips and consider poison. (as you cant use nanowire organ liquifiers) Again sneak attack helps here. If monk and you want ranged, perhaps radiant soul monk for channeled blasting? its certainly artistic and different from any other ranged attacker, alternatively spellsniper (lol free cantrip) and eldritch bolt will allow you a long range option thats mystic enough to be a surprise - use an arcane focus thats a crystal wand shaped like a gun if you prefer, when you get closer its poisoned darts to the face, then a rush into and past the choking and bleeding group.
The Harlequin started with a holofield defence, hard to bring across to dnd but again rogue and arcane trickster might help here giving access to blur, otherwise its looking for a cloak of displacement - not a common item, and coveted by many a fortunate owner.
Motivation may be a pickle if you plan to try to transplant the entirety of the lore. The Harlequin arent talkative, they murder and leave. Demoralising and amazing the witnesses of their actions. It might be easier to have you start as a performance artist (your level 1 in WDH to begin) and build up from there. When you start getting faction jobs choose one that suits you and the party and will allow you to take contract killings. (Hat of disguise for lesser may be essential to not get picked up by the watch if your initial kills before you really learn your skills start 'flashy and messy' but you can play cautious skillful kills that arent showy at your original levels as you learning your trade - and being contacted by a mentor who takes an interest in your work later as your introduction to the harlequin murder cult/circus. (again GGtR Rakdos good for inspiration)
Bard cant offer as much as rogue / trickster or assassin or thief could for general skills. Fighter would be great but the armour really falls more to spacemarine than harlequin. Ranger possibly, pass without trace and two weapon or ranged style could help but you would have to find a weird background to make yourself feel 'right'. Multiclassing rogue monk thematically works but its a combat deficit unless you use your martial arts with a monk weapon thats finesse to give you a bonus attack with a finesse weapon which would allow you an extra chance to sneak attack if the first misses.
Good luck with bring your character to life and enjoy The hiest, let us know how it goes! :)