I would think that using something like alpaca or wool would be the complete opposite for a vegan. Using the hair of an animal isn't killing the animal, its just giving it a buzz cut and making it feel better in the warm summer months. It would be inhumane to allow an animal to suffer by letting it keep a thick coat in such heat.
But to each his/her own I guess.
My knitting blog: Yarnolicious
Oceanblue28 on Ravelry
Garter Stitch Bag in variegated shades of pink and purple
Garter Stitch Scarf in lavender
Garter Stitch Scarf in variegated shades of blue
Garter Stitch Cowl in vargateted pastel shades of pink, purple, blue and yellow.