2500 degrees celsius are some serious temperature! What is the application if I may ask?
Shielding can be done in two ways. Either by conducting the magnetic flux trough a high permeability conductor ( that is, the flux is confined to inside of the material) or using a high electrical conductive material to shield the object ( induced currents in the conductive material will oppose the magnetic flux, thereby reducing the total flux.)
The latter will use some power from the input power, may be referred to as losses.
If the material you are heating has higher permeability than the insulating material, and it is not saturated, much of the magnetic flux will travel trough the material you are trying to heat, and not the insulating material.
Or you can laminate the insulating material ( like a transformer core).
What about certain types of ceramic materials, they can withstand high temperatures and some are electrical insulating.
The material needs not be inside the coil for currents to be induced. If you google "coil flux lines" and look at the photos, any material crossing the flux lines will have a induced electric field. And if conductive, a induced current.
The magnitude of the flux density a distance from the coil is dependent on the shape, current, materials etc.