Rye works great. I like Marshall brand rye. It seems to be a little more cold hardy. I have used Nelson in the past . It will last further in the spring but I have found it chokes the fescue if you wait on it to get tall enough to mow. Great job and keep the faith no matter what.
I have planted a lot of ryegrass I think you will be happy if you plant an annual tetraploid variety it is more leafy than the diploid type ryegrass and if you let it head out at least once it will come back the following year.