Hi Oleg,
I just noticed this while browsing the group (This is Rami, we've chatted once or twice but I've been away for ages).
How refractory do you need it to be? Does it need to resist thermal shock, or will it be exposed to heat slowly? How strong does it need to be? How dimensionally accurate do you need it to be?
I can easily fire you a rough cylinder out of clay in my kiln. It's quite refractory, but with some caveats. One can fire even more refractory materials in the kiln by increasing the alumina content (that's how kiln refractory bricks themselves are made -- in a kiln), but it becomes much less workable as a material and much more fragile.
Thanks,
-Rami