I thought the navy too (and plain), as I think that the colour red is used far too often for all sorts of things. I also think the dark blue would go with all your other colours, and if you are careful with the quality of the curtains - they need to be of a heavy, and quality looking material - it could look really sumptuous. A few scatter cushions in the same material may also help tie it together, but not all the same on all the sofas and chairs, as I then think that looks as if you are trying too hard? Also if you could get one or two pieces (lamp or small ornament etc) in copper, I think that those colours together would look great.
Have you tried an app that let's you colour a room in certain colours, types of furniture etc as that could help give you an idea of what looks good together, and what might be overdoing it.
For wooden furniture, sofa's and large curtains, I always think that as well as going for the type of wood you like (I'm into oak at the moment, but there is a lot of it about, so might look a bit samey), you should always go for as good a quality as you can afford, and the same goes for material furnishings, but particularly velvet, imo cheap velvet looks tacky, and does not last very well at all. Also, for material like velvet, if you have velvet curtains don't also have a velvet sofa. You might just about get away with a velvet headboard and curtains in the bedroom, but again, quality counts!
I know you are only looking at the curtains at the moment OP, but with any big and or expensive buys that you will want to last for a long time, it pays to think ahead for any future changes you may want to make. However remember that mish mashed furniture etc can also look great in a more classical looking home, and that rug just makes me think classical!