You know about wool so I won't go into the
Filson (outerwear) and
SmartWool (underwear/socks) investments I've made in recent years.
You might want to check out the nomex
Inferno Jacket that Massif sells. That was my first piece of non-military issue nomex and it has held up well. I use it as a flight jacket.
Suffice to say I don't go near UnderArmor or other synthetic underwear. That stuff would just be too hard to shed in a fire. IMO the risks aren't worth it when wool and nomex clothing is available, specifically Massif's
HotJohns long underwear. Good stuff, not hazardous to your health.