No specific fae-related material comes to mind (although mithril seems appropriate).

I recommend that you ask the DM. There's no generic D&D material, and you didn't mention an established setting. Therefore any lore-established unusual materials that a fae jeweler might work with must come from the DM.

This might get you into some interesting and as-yet unknown part of the DM's lore, or it might encourage the DM to come up with something. Either way, the idea that appeals to the DM will work better than any other.