Which cookware material should be used to retain the heat of the prepared tea?

If you had vessels of the exact equal shape, you could have gone by material. But in reality, you are likely to have different shapes and sizes, so there is no good way to tell which one to use. The general rules (each of which holds as long as the features in all the other ones are kept equal)

• earthenware is better than glass, which is better than steel. Different plastics and resins have different insulation, but usually worse than earthenware and I believe glass.
• a larger vessel filled with more liquid is better than a smaller vessel filled with less liquid
• a smaller vessel filled with a given amount of liquid is better than a larger vessel filled with the same amount of liquid
• a vessel with a narrower opening is better than a vessel with a wider opening
• a vessel in which the width at the tea-air border is smaller is better than a vessel in which the width is larger
• a vessel with a more compact shape is better than a vessel in which one dimension is larger than the others
• a vessel with thick walls is better than a vessel with thin walls

If one of your vessels you have ticks all the criteria, it is superior to the rest. In the more usual case where one of them is better by one criterion and worse by another one, there is no simple way to predict which one is better on the whole. The simple number of criteria is also not guaranteed to give results, as a very bad performance in only one of them can "trump" the combined contribution of the rest. But in practice, it is probably a decent heuristic. So you could try choosing one which seems to fit the above criteria best.

The even better option (optimized both for material and for the other properties listed above) is to use an insulated mug or teapot. They are available in all sizes and shapes, and all of them are better than simple earthenware. Even an insulated mug without the cap will be better than a simple mug.

If you don't want to invest in an insulated teapot, or want traditional aesthetics, you can also use a porcelain or earthenware teapot in combination with an woolen cozy. You should really knit it in wool or another animal fiber like alpaca. Silk, plant fibers and artificial ones don't insulate well.

See also Ceramic vs Stainless Steel in coffee mugs for a related discussion.