Okay - got it - the dowels you have aren't that big. Think we have the same 'poles'. Mine also came with rubber tubing that you could force into that groove to hold the leaders in place. I'll go scan the page of instructions for you if you didn't get them with your frame. Maybe that would help.

Let's see if I'm defogged enough now that I'm on my second cuppa. You have a king frame - so assume 120 inches? Pillow ticking normally comes 54 inches wide. You need 50 inches for your leaders plus the hem allowance so if you buy 3 1/2 yards of 54" pillow ticking you should be good to go - I don't know that you need to double the leader though. If you do that you'd need 7 yards of the pillow ticking . . .