Well, I know you are asking for best fire protection set, but for Lava Lurkers you actually need this :
Arrow slot- Sun catcher 
;
Neckless- Foxtail Amulet
;
Helmet:
Demon Helmet or
Dwarven Helmet with Mana Leech and Skill Imbue - If you are poor
Zaoan Helmet with Mana Leech
Armor:
Prismatic Armor with Life Leech
Legs:
Zaoan Legs or Dwarven Legs 
Weapon- Your Weapon with Mana and Critical Imbument
Shield- If you opting for one hand weapon- Ornate Shield
or Shield of Corruption (sword User)
both with fire protection if you are not feeling comfortable/confident.
Boots:
Guardian Boots or
Draken Boots