The same materials they use on large engines.. High temperature resistance alloys.. You must remember that the flame is burning hotter than the melting point of these materials, so the cooling air introduced into the chamber through its length is also being used as cooling as well as being the working gas being heated. Volcanic Ash turns into molten glass through the chamber burners and sticks to everything past it including the NGVs and turbine blades, blocking the cooling air holes and causing blades to melt and fail. Thats why Air regulatory authorities close down air space when ash clouds are present.. The ash also destroys compressor parts by abrasion (shot blasting at 350 mph, that is the speed that air is drawn in at the entry of the compressor stage with particles of rock).