Since the saddle is not sagging much, I do not think tensioning will do much, but a quarter turn won't hurt. I think lacing will not do anything either.

I always try to get a saddle broken in before I put on any proofide, as the proofide is a good water repellent and it slows down the rate that the saddle will change shape. And for that reason I am very careful to make sure that my saddle is never out in any rain before it has had several coats of proofide.

Bring a waterproof cover for your saddle. Or at a minimum a plastic bag. I put a waterproof cover over my saddle every night to keep the dew off of it on a bike tour and am careful to always put it on quickly when the rain starts. If you do not have fenders, the rear wheel can throw water onto the underside of the saddle so when you start to apply proofide apply that to the underside too.