Looking for a succinct dynamic sorted dictionary
If you can tolerate $O(\sqrt{n})$ time complexity, I'd go for bi-parental heaps by Munro and Suwanda. This seems like an elegant implementation that should have $O(\sqrt{n})$ memory overhead in practice.

If your sets are too large for that, I'd try this data structure by Frederickson. You'll need a Hashed Array Tree to make it work with malloc.

Theoretically, a solution with $O(\log n)$ time per operation is possible. See this extended abstract by Franceshini and Grossi, and my bachelor's thesis that goes into greater detail and fixes some of the bugs.

Note that, apart from the bi-parental heap, I am not aware of any implementations. The asymptotically optimal solution probably has excessive multiplicative constants and I still need to complete it (which shall be my master's thesis).