Learn Italian: Avremmo montato la pedana malgrado l'oscurità. - We would have set up the platform despite the darkness.

Not in this sentence. Because malgrado is followed directly by a noun (l'oscurità) rather than a verb phrase, it acts as a preposition meaning "despite." You only need the subjunctive when malgrado introduces a full clause, such as malgrado fosse buio (although it was dark).

Could we use nonostante instead of malgrado here?

Yes, absolutely. Malgrado and nonostante are completely interchangeable when followed by a noun. You could say nonostante l'oscurità and the meaning (despite the darkness) would remain exactly the same.

What exactly is a pedana compared to other words for platform or stage?

A pedana is generally a low platform, footboard, or raised flooring. You would use it for things like a speaker's dais, a runway, or a temporary wooden floor. It is less grand than a full theater stage, which would be a palco or palcoscenico.

Why does montare take avere (avremmo) as its auxiliary verb here?