Those are great pictures! I hadn't thought about creating my own lampshade. I'm just using one from DAZ, and it's a single poly thick. My final solution was to throw together a modified version of the texture and plug it into the translucency node. It isn't great, but considering this will just be an end table that you might see depending on the angle of the camera (I'm going to try to actually do a comic...lol. Like I'll ever finish anything more than a single picture before getting distracted by something else). 

I've been having an itch to scratch via wings, so maybe I'll give your suggestion of a "thick" shade a try.