I've made several curtains/drapes also, and I agree that using fleece could be a problem. If you do use fleece, I don't think I would make them 2-3 times wider than the window. Too bulky. I've used the warm window products with great success, but only for roman shades.
I wonder if you could make two separate curtains, and hang them together, sort of like a shower curtain and liner. Just trying to think outside the box.