I used watercolor paper to make this one with an antique spool. The diamond is in 2 sections, so gluing can be tricky. I glued the bottom to the spool. LED bulbs (25 watt) last a long time, so I didn’t worry about needing to remove the shade. By the time the bulb needs to be replaced, so will the paper.
The spool on the second lamp is from an antique store. I can’t remember where I got the fibrous paper, but it works well with the thread theme.