Curtains to control high frequency

Try it all ways possible; first the curtains without, then pin one layer of baby blanket material, and finally two layers.

You do not have to use a baby blanket material. Perhaps a treated fabric like "black out material" would be superior in many respects. This is a fabric coated such that it blocks out light completely, which is what several layers of baby blanket material would do as well, I believe. The black out material would be lighter most likely and may have a better sonic property of absorbing some of the sound waves but still reflecting enough that it would not sound like a sonic black hole. You are trying to recreate the effect of a wall, not a sound absorption panel. :)

You should have a strong preference for one of them. :)

If you use vertical blinds I strongly suggest some with fabric on them vs. a solid vinyl.