I've always heard that cedar is a good repellant. You could get cedar shavings, like for pet bedding, and put them in hosiery/knee highs. Tie them off and throw them wherever you need them.
Of course, if anyone sells herbal repellant, use that instead of, or in addition to, the cedar.
How about keep the bag sealed with a bale cord or something. I do that and have never had a problem with moths getting into my fleeces but I store them indoors. Even the sheep wool I used to store in the barn as long as the bags were sealed I never had a problem. Only once with a bag that was ripped and that was the only time.