Is there anyone making full wool underwear? Everything is a blend, which is good for durability.
I have an older pair that is 100% wool (I don't recall the brand; they might be a very very old SmartWool product) but the lack of stretch makes them less comfortable.
Editing here since my original comment is too old: in a pinch, I've also had much better results washing wool underwear in a hotel bathroom than synthetic underwear. Contrary to their reputation, neither wool nor synthetic underwear dry quickly, even with a hair dryer, but wool dries faster, feels cleaner after washing, and in the worst case scenario is much more comfortable wet than synthetic underwear.