Thread: Crafting of the Silmarils
That's helpful! There is a fairly detailed description of how Feanor made them in the Sil, that's probably as close as you will get.
The web of Ungoliant was Unlight, literally the opposite of light. Not just the absence of light (shadow) but something of its own that soaks up light. I find it hard to believe that the light of the two trees could coexist with Unlight, I think if Feanor used Unlight he would end up with something that did not shine of its own light even in dark treasure rooms.
I personally don't think it would trap the light of the trees, I think it would just absorb the light completely. I will return to write why in a few hours.
The description of Unlight
From Chapter 8 of the Silmarillion, of the Darkening of Valinor
There she (Ungoliant) sucked up all light that she could find, and spun it forth again in dark nets of strangling gloom...Unlight, in which things seemed to be no more, and which eyes could not pierce, for it was void...The Light failed; but the Darkness that followed was more than loss of light. In that hour was made a Darkness that seemed not lack but a thing with being of its own: for it was indeed made by malice out of Light...
Your theory seems to be that the light was held in place by Unlight. However, the Unlight would not hold the light in place, but would make it seem to be no more. Look at the first line, light gets sucked up and turned into dark nets of strangling gloom, not sucked up and held in place to shine brightly.
Lost Tales usually has more in depth descriptions, but the Sil is generally accepted as more like what "really happened."