As a keen hiker in Tasmania I've bought all kinds of synthetic thermal undergarments.

I have several thermal tee shirts, but find myself moving (back) to woollen underclothes.

My favourite for warmth and comfort is a natural woollen undershirt, it's very long and reaches half way to the bottom of the kilt.

Whether I wear underpants of not, this woollen shirt is really comfy, I plan to buy more before next winter.
So I'm mhe ving away from synthetics - with the exception of poly viscose for kilts