Planning permission would be needed .gas and electrics could be a problem, separating existing supplies like wiring and water / heating. building regs to comply.
Don't underestimate the cost of all of this
Simplest solution would be to have dual towel rail that is heated by electric as well as central heating.
The other solution would involve altering pipework and installing zone valves which would no doubt be much more expensive
Or just turn off all the other radiators
If your gas meter is under the stairs check that the lever is fully on.
When the boiler is cold you could turn on to max and do a gas rate using the meter to work out gas consumption
Felt dressed up the wall isn't the best , should really be done in lead chased into the brickwork.
Looks like you have flashband along the edge, would only consider that as a temporary measure.
Think you may be in need of a competent roofer