Hi in 9800's, you don't configure the interfaces unless DHCP relay or MDNS is required, configuring one SVI for WMI is more than sufficient. If you don't have this requirement, I suggest you configure a VLAN group and allow all these VLANs in the trunks connecting to the uplink switch/ or any network device. You can also use Radius server to assign the VLANs, which I think is best suited for you and in this case, it is enough that you simply create the L2 VLAN in the anchor WLC.
Also remember if you are using any L3 authentication using Radius then radius packets are initiated from the anchor controller, if you are using any L2 authentication radius packets are sent from foreign controller. So make sure that your radius server is configured accordinly.