Raffia straw is grown on the island of Madagascar. This is a heavier straw which is very durable, flexible and offers great sun protection. Natural raffia is a wheat color and may be dyed.Raffia may be braided coarsely or fine.affia straw is grown on the island of Madagascar. This is a heavier straw which is very durable, flexible and offers great sun protection. Natural raffia is a wheat color and may be dyed.