Fleece comes in hundreds of varieties so its important that you find a fleece that is designed to wick away moisture, rather than repel it as most fleece is.
Fleece material that wicks away moisture are used for linings of jackets, as well as diapers. Deep thick piled types are usually unsuccessful as the urine sits on top, while the poop gets dragged around an its an awful mess.
Fleece is not supposed to ABSORB the urine. I think that may be your problem. It's supposed to wick away the moisture DOWN into an absorbant layer underneath. Some people use something as simple as a double thickness of towels, THEN the newspaper. My personal favorite is quilt batting under the fleece, then a towel under that. The more absorbant layers you have, the more time it has to DRY and that is the key. To get the urine to dry out quickly to avoid any wetness of any kind. The fleece is there so that they have something DRY to walk on while the urine dries underneath. I hope that makes sense.
For example, even after a week my fleece is dry when I remove it to be cleaned. I only remove it because even dry old urine gets stinky so it has to be washed. At any given time, my pigs fleece only has one or two tiny inch wet spots on it. By the time they pee again, the others are dry.
It's pretty much something you have to experiment with. I simply purchased small 4 inch swatches of several types of fleece, took them home, washed them in hot water and tested them with water. It's really obvious when you find the right type, as the water literally drains through it instantly. Some fleece that doesn't wick as well as others can be used if you work with to find a way to keep it dry.
There are tons of things people have used for the absorbancy layer. Everything from towels to crib pads, mattress pads, nursing hospital bed pads, disposable bed pads, puppy pads etc...
Cage size is an important factor as well. If your cage is small for the amount of pigs in it, no matter what you do, fleece won't work.