I have experimented with almost every material I came across with varying degrees of success. From what i've found, most of these insulators are great till
a) they get wet, or
b) there is a fire.
Wool is a good idea, but it is a bit bulky and, unless that natural lanolin is still in it, isn't so clever when wet. In fact, a son-in-law of mine, who was into "outward bound" and mountaineering etc, destroyed my illusions when he told me that nowadays "man-made" materials top the natural ones every time.

Not what I wanted to hear.
Again, without the two negatives of dampness or fire, old carpets can be a cheap barrier. I've even tried them externally over a plyboard shack and over tarps. This brings in another natural degrader, namely, UV light from the sun.

I tried daubing or rendering with various plasters/cements, even dirt, but, at the end of the day, nature wins. Nothing lasts for ever.
Sorry for going off topic a bit.
Basically, I think the foamboards are hard to beat at present. The son-in-law reckons there's something called "Quinn", I think. I'll check and get back, if the news is good.
He's a dedicated follower of fashion, so things may have altered by now.
sean rua.