Are there any nonflammable thermal insulators which can be made at home? I am trying to build a homemade thermos. It needs to be able to conserve the heat in 125 ml of water for 15 minutes. 

However, unlike a normal thermos, it also needs to be able to be heated. What homemade substances can I use that are not flammable, yet provide a relatively high degree of insulation?

Note that my thermos will be heated with a flame from a candle for 25 minutes.
Consider using a ceramic container.  You could adjust the density, thickness, and size to match your insulating requirements.

"home made' is loose, here, since you would need to acquire oven bake-able ceramics, or a similar product.  (unless you have a kiln lying around).