Love Pyro, I plan on cosplaying as that soon
Anyways, actually for the body suit..what I've seen a lot of people do (Believe it or not) is they purchase and use an adult red onesie and they just add on the accessories. But if you don't want to do that and you want to make the suit by hand, then I'd just use any fabric! Any fabric that's sturdy and red will work! Anyways, as for the flamethrower..I'd use pvc pipe, spray paint it black, and use that for the tube part, and for the end of it you just use a plastic cup/pot and spray paint that too! For the gas tank part, you can use any kind of jug whether its to a water cooler jug, or a giant bleach jug. Some people use real empty propane tanks also xD which you can purchase those online.
But here's someones sort of tutorial on how to make the flamethrower:
Have fun making that epic cosplay!!