i did not know warm & natural made a wool batting???
i have never heard of anyone having a problem quilting with wool batts, they are usually so wonderful to work with. maybe it is the fabric itself? or your needle is dull? anyway,
i would try a small practice piece with the same fabrics if possible to see if the thermore is better to stitch through. i have only used it a couple times, and then with machine only...and really didn't like it, but it may work for well for what you are doing