Hi Winnipeg85,
Welcome to the Mattress Forum!, eh! 
You’re welcome.
As you’re probably aware, Memory Foam Comfort is a member of this site which means that I think very highly of them and that I believe that they compete well with the best in the industry in terms of their quality, value, service, knowledge, and transparency. I certainly wouldn’t hesitate to purchase a mattress from them.
It sounds as if you have allergies to the dander from pets, as well as dust mites, so I’m not sure if you’re wondering if people with these allergies are commonly sensitive to wool, or if you are actually sensitive to wool, or if you’re worried about the potential of dander to get trapped in this mattress protector. I’ll try to answer all of these possibilities.
Wool allergies or sensitivities are generally contact allergies or sensitivities and it would be unlikely that they would be an issue in a mattress protector where the wool was covered with a cotton terry cover. There is more about wool allergies or sensitivities in post #2 here and in post #4 here , and there is also a link in that post #4 to a good article about wool allergies/sensitivities.
If you are truly allergic to wool, which is very rare, there are other mattress protector options you may wish to consider, or even an allergy encasement. There is more information about dust mites and allergies and methods that can be used to control dust mite populations or other allergens that are related to mattresses in post #2 here and in post #3 here . There is also more about allergy encasements in post #2 here that may also be helpful. This may be information with which you are already familiar.
I hope that’s helpful.
Phoenix