Simon, for holding ashes, think metal bucket, as in galvanized pail, or garbage pail or large gallon (or metric equivalent) size commercial tomato tin. Or gallon paint can (though these are increasingly being made in plastic here). 5 gallon roofing compound tin. Propane tank. Anything discarded that's metal and round. Fire extinguisher......yes?
Vermiculite will work, not as well as wood ashes, but must be completely dry -- otherwise you're making steam, which process rapidly absorbs heat.
There is nothing wrong with your bricks for a furnace -- or forge, you don't need metal lined with plaster of Paris (unless you want to do that as a project). You could also mortar your bricks together with plaster of Paris and sand, using relatively little plaster and make a more permanent forge or furnace.