Shame you are not happy with the cotton wool, but in the pictures you posted it looks pretty good to me.
An alternative might be the material that upholsters use to go around sponge cushions to give it a rounded look, if you google polyester wool wadding you should see the sort of stuff I'm talking about. I've never tried it but it probably keeps a more open structure when dyed with paint. I use it natural to simulate musket fire, always intended to dye it for better effect but too much else to do.
The bridge looks great, I never thought it would have the rigidity to span the gap.