The fabric was probably polyester and it's hot under filming lights anyway, so in the summer, can you imagine? Most old european buildings don't have cooling systems either.
You can see sweat on François' face sometimes, so it was hot. It's probably why you see him sitting in his cardinal's robe with his legs wide apart. It's only noticeable he's naked underneath when he's walking quickly, cause well...he's a man
Holly had to be miserable in those heavy dresses. She probably wore nothing underneath either. It's not like anyone's looking under there, so who cares?
Arinna, do you have the gif of François walking with Savonarola's signed confession? It's when he's taking it to Rodrigo in "The Confession". I have it, but can't post it here, or I would for all the ladies