If you can bear the cost Nomex makes a good material for clothing. They make stuff that looks like regular cloth now as well as industrial protective coveralls.
If you need warm stuff then the fleece they make is very warm.

The thing about Nomex is it takes more energy to burn than it releases so it does not become fuel for a fire while on your body.
Even cotton canvas burns real nice once you get it lit.

I am not sure if I worry more about synthetics melting to my body or about common natural fibers catching fire and burning.
Of course a material that catches fire and then sticks to you as it burns is likely the worst.

Maybe making sure you have a couple big buckets of cold water near your fire might be a good idea.
Not only would it put a clothing fire out but the rapid cooling of your burnt hide should reduce tissue damage a lot.