I would not risk putting an entire quilt together with unwashed wool of an unknown source in the top! Definitely create a test piece and wash it first.
Wool fibers have little "hooks" on the end. That is why wool will "felt" when subjected to agitation in water (as in a washing machine) and then subjected to heat (as in a dryer). More and more of the little hooks snag each other, tightening up the weave. Felting can make wool very soft and wonderful. Mittens and hats made out of felted wool are luxurious. Unfortunately, the felting process results in a lot of shrinkage. That's why felted wool items are always made after the wool has been felted. Many of us have accidentally "felted" a wool sweater with machine washing and drying. The one I remember came out about the right size for a toddler.
If you absolutely have to use unwashed felt in a quilt, my suggestion is to quilt it very heavily. Quilting is your best bet for preventing uncontrolled shrinkage.