The material would be very hard to find. Besides, the Brotherhood don't have manufacturing facilities.
The material isn't hard to find at all - we're talking basic textiles here, easily grown by farmers in the wasteland, possbily as a byproduct. The Brotherhood have the capability to manufacture kevlar weave for their armour, so the capability is there. One just needs to weave enough of some sort of material at a narrow enough weave and put it around a metal frame - basic welding is within their capability too.
The Pioneers of flight in the 18th and 19th century had much less than the brotherhood have.
Building zeppelins takes alot of time and resources to make. You also need large hangers to store them. They also have the habit of bursting into flames. They lost the first air convoy why would they try it agian?
The first few folk didn't have hangars to store them... And folk died in the early days of flight, but people kept going.
also tactics shows the BoS have many vehicles to travel by land. New Vegas lets us know that the BoS are slowly dying out. They may not have the man power any more to build large airships. NCR has pushed them out of the west or forced them underground. NCR has vertibirds. vertibirds vs hydrogen ship? its clear which will win.
The NCR has vertibirds at the start of NV, but its not clear when they obtained them. Lyons left 13 years after FO2, so its possible that NCR airpower could have kept them down.