Hi Helen. I think you have answered your own question - you need to wash them now
Dirty wool will attract moths more quickly than clean, although nothing is safe. Also, once fleece has been washed it stores much better than when it's dirty - it seems to compact more when dirty and doesn't look at all appealing to use afterwards. However, for a peg loom rug you don't need to wash it so thoroughly as for spinning. I have a big thing (don't know what it's actually called - ?bath) which came from a dairy. It's on legs, like the bottom half of a cylinder so round-bottomed, with a drain plug in the bottom. I fill this up with rain water and add a tiny bit of Ecover washing up liquid, then place a whole well dagged and skirted fleece onto a piece of clematis netting or similar. I lower the lot into the rain water and leave it to soak for about half an hour, then haul it all out and leave it somewhere to drain and dry - doesn't need a rinse. This gets rid of most of the smell but leaves some lanolin in. Obviously you won't have the dairy thing I do but you might be able to adapt something similar (I won't mention your own bath but.......) Once it has dried try to store it somewhere the moths really can't get in. Some people use cotton pillow cases which are good, I use woven polypropylene sacks, well tied at the top, but don't store them in polythene bags before they are washed as they will go mouldy.
Your mix of fleeces sound like you will have a brilliant peg loom rug - keep us informed