This is Johnson & Johnson 'All Purpose Cloth Tape'. I originally bought this stuff for making seatbelts, but I took a shot and it looks like it will work well for heatshielding as well.
That is colored with a Sharpie. It might be tricky to feed into the buckles in most racing harness sets, but it will stick to the cage itself, and looks great.
In those pictures I just stuck it on and burnished it down with a Q-Tip, toothpick, and the handle of the clippers (Small, hard, and smooth edge). It's been a couple of hours and it doesn't look like it's lifting at all. I tried coloring with a silver Sharpie, but it's not ink like the red one, so it didn't work as well. I think some thinned sliver paint would work, and that might also help keep the edges from fraying (Wicking some ultra-thin CA/superglue into the cloth might work too).