Maybe hot glue the two batteries together and then wrap them with 1/2" Kapton tape. If the batteries get too hot then maybe some JB weld in between with Kapton around the outside?
Kapton tape and the silicone adhesive on it are designed to operate at very high temps. How high? Melting solder temperatures. When I worked as a electronic technician in a production area where we used to use wave soldering machine on the assembly line to flow solder over all the components, we used Kapton tape to cover gold pads of an edge connector to mask them from liquid solder. To me there would be no need for JB Weld.
I'm also interested in finding the type of thin heat shrink material (tubing) used to wrap rechargeable batteries.