You are interested in twothree different classes of properties. One is the ability to withstand high temperatures and low pressures. I would put this within a class called the environmental properties of the material. The second is the ability to maintain a low heat flux under a high temperature gradient. This is a true thermal property. The third is a physical characteristic or intrinsic property of the material ... its density. This is not truly a mechanical property because we just measure this value, we do not "do something" to the material to determine a property.
You could start with the environmental properties and then down-select to thermal and denisty. The better approach however is to start with the thermal insulation properties of materials and refine further based on the environmental. It is better because in this way, you make thermal insulation your go/no-go criteria and you make environmental integrity simply a max/min criteria. When the material does not meet your thermal performance goal, it fails. When it does not meet the environmental goals, it could still be viable if it is only used within a restricted (shorter) period of time.
How does density appear? It appears in one of two ways. For the case at hand, one way is to state that your material must have a density that is as low as possible. Then, density is a minimum selection criteria. Alternatively and perhaps better, you can fold density in to the thermal property. In this case, rather than searching for materials with the lowest thermal conductivity, you search for materials with an appropriate scaling of thermal conductivity and density. What is appropriate? The truth is that you want the lowest thermal conductivity per unit mass. In this case, take their ratio.
Start with research to find materials that have low thermal conductivity $k$. Rank that list from lowest to highestAdd a column for density $\rho$ and the ratio $k/\rho$. Add columns to the list that define metrics for the thermal and vacuum integrity. The former could be the melting or decomposition temperature of the material. The latter could be the vapor pressure of the material (at room temperature).
To assess whether the material meets your thermal metric, find materials with the lowest specific thermal conductivity $k/\rho$. Then select viable materials that have acceptable metrics for the thermal and pressure stability.
Once you have a selection of candidate materials, you can proceed to search for commercial products that contain that material. Alternatively, you can search for commercial sources of the material in a form that allows you to make your own thermal insulation.
As a reference to the optimization approach, I suggest the book from Ashby on Materials Selection for Mechanical Designs.