Far as I think,wool is a bad conductor of heat that's why when you wear any woolen clothes,it won't let the heat eject outside from your body to the surrounding..so,you feel warm!!!
Conducting and retaining heat are not similar... In terms of conducting I would say its poor but retaining body heat so that you feel warm.. Yes!!
Well, wood is a good sort of heat!! Cause maybe you went camping and you need heat to warm your food!! So wood isn't a bad conductor 4 heat! (bur wood is an insulator! Just 2 let you know!)
Your question is a bit tricky.But what I feel is that wool is a good conductor of heat thats why it keeps us warm.