Having lived for 3 years in 100% humidity in Hong Kong and 10 years in Norway where the temperature once fell to minus 49 degrees C - I am (for once) in a position to offer some good advice especially about clothing.
The absolute best fibre for underwear is Silk.
Please do not laugh. Silk's thermal properties are astounding - explorers to the humid tropics and mountaineers to icy peaks and explorers to the Antarctic have all traditionally worn Silk.
In the tropics, why do you think Safari Suits are made of Silk? The answer is because, as well as being an absolutely excellent insulation against the heat, Silk also has excellent 'wicking' properties - 'wicking' is the ability to of a material to draw water (ie your buckets of sweat) away from your body. This is desirable in hot climates, unless you'd rather be forever clammy which is what happens with cotton and polyesters.
The downside is that Silk is traditionally more expensive than cheapo nylon knickers etc.
However, online there are many Silk websites with lower prices and the best I have found is called Patra.com. They have been trading for decades even before the internet was born, so are very reliable. The quality of their garments is second to none. Their prices are slightly higher than the price of shop-bought underwear but, in a hot climate, you'll be casting aside the Marks & Sparks knickers and wishing you'd bought Silk underwear instead.
Patra do a full range of underwear (T shirts etc) both for men, women and children so your whole family can be nattily decked out and you'll be the only ones not drowning in beads of sweat as you go sight-seeing.
There are two extra, smaller benefits of Patra Silk undies - and that is that a) they are extremely light so you won't need to worry about excess baggage charges and b) they can be swiftly washed out and will dry so quickly overnight that you won't need to pack dozens of pairs of spare Y fronts.
You could, if you doubt my wise words, google - the characteristics of Silk - or something similar and get a second opinion.