I think that all of us with JON-E warmers, or at least those that work fairly well, like Peacock, feel similarly. I also thought about carbon fiber. It will oxidize at elevated temperatures (like 400 degrees) so I don't think it is a good choice. I have had experience with silica fiber and asbestos. While hazard from asbestos is next to nil, it has such a bad reputation these days that I wouldn't consider using it in any application.
There are articles and patents on use of carbon fibers in air purification. The fibers are conductors and are loaded with metalic particles. I don't know if "spark-over" shortens the life of the apparatus or not. But whether you are using carbon fiber or steel wire, with collecting plates, the priniciple remains the same. It is electrostatic precipitation. For more information, look up the Cotrell precipitator. It describles how the concept was first embodied. These days, electronic controls are use to prevent arcing as much as possible. Smoke from a brush or forest fire, or from a fireplace for that matter, will have alkaline particles that can successfully be captured by an electrostatic precipitator. If you would like to build a model (not hard) go to https://www.instructables.com/id/Electrostatic-Smoke-Precipitation/ There are other sources too, of course.
Diatomaceous earth has a bulk density of 16 lb/cu. ft. so it can well be a great choice for warmer packing. I wonder if the fuel vaporization rate would be too great for the burner to handle, however, leading to less efficiency. Maybe you can answer that. As for absorbing odor, I don't see how DE would do anything; you are dealing with a vapor, after all. Importantly, the cotton/felt packing is intended to prevent spillage. If the DE does the same thing, then no worries.
Palladium is a lot cheaper than platinum, which is what the Zippo warmer may use. If I am correct, I think it may be a poorer catalyst than Pt, which could be responsible for the poor reviews of the Zippo.
Anyhow, like I wrote, I'm thinking of getting some Pt wire and seeing if I can make Pt(IV)Cl from it, which I would then distribute onto silica fiber cord. If this works, I post.
By the way, I almost forgot. I removed a JON-E burner from its housing and inserted it into a coil of copper wire. I left the ends of the wire long enough to reach the bottom of the warmer fuel reservoir. When i lit the wick, the wire transmitted heat to the reservoir, preheating and vaporizing the fuel. This helped keep the warmer working under conditions where the unmodified device fell below the required catalytic temperature.