Wrapping pipe in Denso tape is an age old attempt to prevent the cement burning through the copper but as you have rediscovered Denso is not heat resistant (I think it is fabric impregnated with wax or grease
)
Running pipes in the screed pretty much guarantees that screed will crack along the line of the pipe - (this might not matter to you depending on what your final floor covering is)
Insulating the pipes is probably not an option as the overall diameter of the insulated pipes will be close to the depth of the screed.
When I pulled up the floor screed of the downstairs bathroom in my house the copper pipes had a factory PVC sleeve which seems to have prevented corrosion and coped with heat. When I re-piped it I clipped the pipes to the wall....