Why not add blinds for privacy & a sheer white valance for structure? Good luck.

Add long strip like curtain,on top of this, with some spacing in between, with bright color and opaque material, u still able to get the same ambiance, all the best

A Roman blind/ curtain over the shears would look like a symmetrical Valance when up. On the other hand, a single direction curtain would allow you to open it partially to use the door. They should make top down bottom up hardware for Roman shades so you can lower them and still have privacy.

The easiest solution might be putting a film on the window that adds privacy but still let's the light through. Otherwise, add side panels that can be drawn across for privacy, security and darkness, but pulled open to keep the airy look. You can do this with a double rod in place of the one you have now.

These are all great ideas! Thank you so much everyone for your swift responses. I love the look of Roman shades and priced them out this weekend and came to the conclusion that until we replace the sliding door I don't want to spend too much on it so I may go the double rod route.