This thread might be of interest:
http://www.quiltingboard.com/main-f1...s-t182366.html
Wool roving is not a woven fabric; it is wispy wool used in crafts, for doll hair, etc.
If you are not going to go with thrift shop clothing (the labels usually specify if slacks, etc. are 100% wool) but rather with quality yardage, I think you are looking at a very pricey quilt. Pendleton is a long-time manufacturer of quality wools. Here is a link to their lightweight wool yardage:
http://www.pendleton-usa.com/thumbna...28/pc/1816.uts
and their "blanket weight" yardage (which would probably normally be a single layer blanket):
http://www.pendleton-usa.com/thumbna...28/pc/1816.uts