Duofold thermal underwear has a cotton fleece inner layer and a wool outer layer. I avoid situations where I might be that cold, but these are my go-to longjohns when I need them. Warm, but not at all scratchy (to my skin, at least).

I'm intrigued that you live in Thailand. For me, and others, that experience a burning pain with peripheral neuropathy, there's an activation of that pain that happens when eating hot foods. Perhaps you don't have that kind of symptom? Or you've found some way to avoid hot foods in Thailand? (Especially interested since I considered taking some employment there.)

Good luck with your travels.