Thermite temperatures are over 2000 degrees celsius. It is literally burning iron and aluminium.
Material science can do amazing things but a capable "fire resistant cloth mesh", cheap enough to use in the quantities required, will be a good trick.
It does not need to survive the direct impact of the thermite, it just needs to self extinguish and not light large areas of the mesh on fire. A couple foot size holes don't matter much in miles of mesh.
Where they put nets over the road for camoflage or physically catching the drones, right?
I couldn't find a good picture and for a second I thought you meant an earthen tunnel.