Hi John667,
My apologies for the delayed response, it seems this post got lost in the shuffle. The mattress protectors Presto and St. Dormier are excellent quality products, you probably are not getting any wool fibers through these fabrics and the cotton sheets.
Moreover, wool allergies or sensitivities are generally contact allergies or sensitivities and it would be unlikely that they would be an issue in a mattress. There is more about wool allergies or sensitivities in post #2 here
Thanks again for the post, and let us know if you have any other questions.
Phoenix