Silk yarn might be a good idea. Silk is harvested and worn a lot in places like SE Asia, and would make lovely baby clothes (try Colourmart for supplies). Woollen yarns are likely to suffer from the humidity.
I live in a hot country and you would be surprised how cold we feel in our winter because you kind of adjust to the heat. Anything below 17c feels cold so I wouldn’t worry too much about ordinary wool.