Well you could start with raising sheep, then shearing them, then carding and spinning the wool, then dying it and weaving it, I reckon that would do you. Otherwise I guess looking for vintage blankets on Ebay, Pendleton, Witney, Otterburn and such.
Charity shops often have them cheap for pet bedding.
As it happens i am getting rid of my collection of pure wool blankets, the ones that i was keeping for myself, less two or three I'm keeping for posterity, 3 will be going on ebay as collectors items but the rest i'll be selling cheap here now I have full membership, just to get rid of them. A bunch went early this year as a job lot to some one but these are the Witneys etc i was keeping until it occurred to me I'll never use them and they are just taking up space. I just need to get my self motivated.
Might be too small? One could sew two of them together.
But I didn't sleep in my swiss army horse blanket for many years. I simply forgot the dimensions and can't reach it now.
I could digg it out in a couple of weeks though.
Most army blankets that we see nowadays on the military surplus market were used in the barracks. They didn't trust in the new and bulky sleeping bags and kept the wool blankets as spare option.
These smaller blankets could be wrapped around the legs when the man slept in (or under) the long and very warm coat in full uniform.
It looked approximately like a lady in winter coat and skirt. But also wrapped like in the video above.
That was the standard in the German army during WW2 for example, because that's a versatile lightweight option.
The Russians even had only the coat and two men slept under two coats! (on straw)