I have only recently discovered Filcolana Arwetta Classic yarn. It is a Danish yarn, and this is how their website describes it:
Arwetta is a super soft and durable yarn, spun from 80% superwash merino wool and 20% nylon. The versatility of Arwetta has made it a true classic on the Danish yarn market.
Merino wool would make it super soft and not itchy, and 20% nylon makes it suitable for socks. It is pretty thin, 210 metres/50 gram recommended needle 2,5-3mm and the listed gauge is 28-32 sts x 36-42 r / 10 x 10 cm, which would make it great for socks that are thin enough to be worn without having to go up a size in shoes!
I have done the work for you and sorted the colours for the 12 Seasons (and there are so many):
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