I love to knit and crochet with 100% wool yarn. You are right, no manmade yarns are as warm as wool. My wool slippers that I made several pairs of, are waaay warmer in winter than any other one. I make them huge, wash in hot water and soap, they become felted wool and the thickness and warmth can't be beaten. I make hats and mittens this way too. Nothing warmer!
Barb