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 especially for how little you need. Cotton cloth is expensive but 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/spacer to keep the pitch between the wire while you wind it tightly.
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.