There are commonly available buff coloured 'firebricks' weighing in at about 4kg. They are not intended for insulating but extreme heat resistance. They are only good for building large pottery kilns so I don't understand why they are so common except for ripping off piza oven builders. They absorb a lot of heat by design to stabilise such a kiln. You don't want them.
There are lightwieight white insulating bricks weighing in at 1.5kg which absorb little heat and do insulate. Ideal but more expensive than any other brick.
There are compressed vermiculite insulating boards for lining wood stoves. Also pretty good but more fragile. Probably a good option.
There are lightweight grey building blocks like Thermalite (size of but not breeze blocks). These are a pretty good bet as cheapest by volume and could be further lined with the vermiculite boards. Easy to carve to shape.
All materials must be kept scrupulously dry or will spall when heated.