THIS.
We have been living with our curtains and sheers on the same rod for quite some time now. It not only looks bad but it is a pain in the butt to have to open the curtains on a daily basis with the two of them on the same rod.
I discovered on Pinterest that you can use a bungee cord to hang the sheers behind the curtains, so I went out and bought some bungee cords
Took the sheers and strung them onto the bungee, then hooked them behind the curtains on the brackets that hold the rod onto the wall.
It may not be perfect but it was cheap and easy. It makes opening the curtains much easier too.
Anyone else have this issue?