Get a worn-out but warm old adult-size parka or sweater and cut the sleeves off; they ought to be just right for making thermos cozies.

If you wrap the thermos in aluminum foil first, it'll hold its heat longer, or if you want to get fancy, you could construct an inner liner from a 'space blanket'. That stuff is pretty fragile, though, so you'd do best to put something over it to protect it; an inner-inner liner so it doesn't get shredded in use.

I'd make it so the layers all come apart for easy washing, or replacing as necessary.