Please suggest to me some thermally resistant plastic similar to PVC and Polycarbonate Plexiglass?
Plastics that are thermally stable at this range would be VERY exotic to the average person just going to a hardware store or ordering online (without a very large budget). Plastics by nature tend to be something that can be injection molded, vacuum molded or similar , that is to say easily deform-able/mold-able with heat, which is not what you're looking for.

At that temperature range, unless you're looking into fast temperature swings, I would suggest a glass or ceramic material. Even then, Pyrex is an incredible material used in lighthouse lenses where they must deal with the intense heat of the light source, and be durable in often cold/wet areas. Even your average pyrex baking pan carries these properties. I seem to remember my mother even having a stove-top pan made from this material.

If you could elaborate on your intentions/projects, I'm sure we could make some more specific suggestions.