Having viewed the Zhou incident, I wonder if the halo has a metal sub-structure? It looks like there is a frame fabricated from clamshell pieces. Maybe stampings that are welded together.
This is Lance Stroll's car after his Bahrain 2020 roll. You can see the inner structure and the carbon outer fairing that gives it more shape. Look at the F2 and F3 cars, you can see the halo without the fairing, its just painted metal, the fixing to the cockpit front is also uncovered and visible.