Pitch and cloth or paper.
the first widely used insulated wire was insulated with asphalt (pitch) soaked cloth. both materials are available in a medieval setting. pitch is widely used by shipbuilders and a dozen other trades and cloth is a bit expensive but not prohibitively so. Cotton cloth is expensive but almost any cloth will do it is only acting a a carrier for the pitch, even paper will work.
pitch is sticky which you don't care about, if it picks up sand or grit it only becomes a better insulator, it is waterproof which is a bonus, and stays nice and flexible. if you try to ue it for years it will corrode the copper, but this is a fix to get you to someplace you can buy wire not a permanent fix.
nearly and form of paper or thin cloth will work, even collecting worn rags will work as long as you wash them first. this is really just acting a a physical carrier to keep the pitch between the wire while you wind it tightly.