Anne,
Since this thread came up again.........
I've been thinking about your original query about embroidering through a quilt sandwich as I've been working on my own fabric art pieces........(a small doll and three different blocks). If you want to keep using heavier wool strands to embroider with, you can just embroider the top fabric layer with the wool strands and then stitch all three layers together with random or scattered stitches in a matching background thread color or for more creative fun, a contrasting color....can also randomly stitch individual bugle or seed beads for added texture and glitter too!
So far, this how I've been stitching my fabric art pieces using applique & embroidery techniques.........I did all the embroidery with silk floss on the top fabric layer and then stitched all three layers of the fabric sandwich together with the random stitching also with several strands of silk floss. Depending on the body or how fine the top fabric is, I'll add a thin interfacing to give the fabric more "body" to anchor the embroidery stitches.
Another creative technique I'm using is to embroider an original simple little story or rhyme to go with the embroidered images & motifs using several strands of silk floss. The use of text or fonts is a good way to add more decorative visual interest to the piece as well as to "quilt" the fabric sandwich together.
The addition of beads & contrast thread colors adds more design fun to the fabric art.......then there's the basic running stitch......I use this to create circular or zig zag patterns on open background areas quilting all the pieces together......depending on the design, the thread can blend into the background or be a contrasting color for more design POW!