Tom, if you do use leaves, don't use the fallen fig leaves. These will be contaminated with rust spores, and leaving them around your tree will cause the new leaves that emerge in the spring to be instantly infected by rust. Always remove the fallen fig leaves from around your trees. This practice has greatly reduced my rust problem, pushing back the defoliation of my trees due to rust by a month or more (at least in San Diego, where I was impacted by night time fogs living near the coast. Haven't had as much of a problem here in VA with rust on the one tree I currently have in-ground, even though there is much more moisture).
I do like the double mesh idea. If I find I need protection here in Richmond, I might go that route, but I think I would use wood chips instead of leaves, I think they would be much better insulation, even if a bit heavier. Plus, they could just be spread around the tree as a mulch in the spring. Here in Richmond I have been able to use ChipDrop as a free source of wood chips. Just be prepare for a large amount of chips to show up randomly at your home one day