Maybe you could just dry brush the velvet and effectively "stain" it, not varnishing or glueing at all.
If the nap was short enough this might work well.
I think you are probably right that felt is too smooth to be effective.
Well as I mentioned I thought your towel roof looked
quite good, vagabond:
I think the key is that your towel is the first time I've ever seen it neat and combed to be properly vertical (it's not so much that your is combed per se, but that you paid attention to the "grain" of the towel and are using it properly). Most of the time towel gets painted/glued such that the towel strands go everywhere willy-nilly and it looks a mess and not much like thatch, especially if the maker overdoes it on the paint or glue.
The other problem I tend to have with towel is that you can see the looped ends on all the fibres. But overall your roof has a pretty good texture - good depth with some variation in shading and tone to bring out the texture, but not TOO much. Teddy bear fur often has the opposite problem - the strands are so fine that any amount of paint or glue cakes them together and even if they don't, the texture is often
too fine, too smooth. Just as with miniatures, sometimes you need to overemphasize something in a counter-intuitive way to make it seem "correct".
We're not quite at the perfect replica, but there's a sense of what we need to get there.