His formal education now over, despite clandestine tutelage from Hába and Hutter, and with basic freedoms for Jews being rapidly curtailed, Klein was nonetheless engaged in a hectic amount of musical activity. Though no longer performing in public as a soloist, he undertook regular work in the theatre playing for E. F. Burian's D-34 Theatre, which despite its characteristically leftist, though not overtly anti-occupation leanings, continued to function until Burian's arrest in 1941.

He also played for the avant-garde Divadlo pro 99 (D99 Theatre) at the Topičův (Topic) salon, near the National Theatre, established in January 1940 by Gustav Schorsch (1918-45), who was also its director. Only two years Klein's senior, a graduate of the Prague Conservatoire drama department, and a student of aesthetics and philosophy at Charles University, Schorsch was a remarkable person whose life hereon was to become intertwined with Klein’s. Schorsch's brilliant intellect and his phenomenal talent as an actor and theatrical director would ensure that he and Klein had much in common. For the same reasons that Klein, prevented from performing, turned more to composition, so too did Schorsch turn to directing from acting.

How these theatres could operate in practical terms under the occupation was testing in its own right. With so much Jewish involvement, maintaining a semblance of normality within the performing arts in Prague was a challenge, as the Jews’ basic freedoms were eroded. To say that Prague's Jews became imprisoned in their own city is no exaggeration, and this incarceration became increasingly severe. By early 1940, there was an 8 p.m. curfew for Jews, who were banned from theatres, cinemas and various other public places, and were permitted in restaurants only if rooms were set aside specifically for them. Before long, they were forbidden from owning radios, even from keeping pets, and so normal, everyday life and the ability to interact routinely with society became impossible. It followed that for non-Jews helping Jews to circumvent the prohibitions, the punishments were severe. Many non-Jewish Czechs nonetheless continued to help their Jewish friends and neighbours in numerous ways, while just as many took the decision to look out only for themselves and their families, and obliterated years of friendship in one fell swoop.