Balloons are made to be carried away by wind. If you want to keep something stationary in the air, better find a aerodynamic shape. One that can keeps its orientation in the air is better yet.

Well, the weight of the tethering matters. So they probably can't just have 2 of the strength of the one that broke.

I believe it has a front side because then it can point into the wind, making it easer to stay stationary for the given volume (and hence lift capacity).

Stationary relative to the ground but not the air.