I don't have much experience with sensitive skin. But this website seemed interesting:
Makeup Solutions for Sensitive Skin at Skincare-News.com
It listed a few things I didn't know, like that black eyeliner has the fewest irritants. Also lists that silicone based liquid foundations are less likely to irritate the skin. Though, after what settie said about her experiences, I'm not sure.
Look at some of Burt's Bees products. Many do contain zinc oxide, as it is the most common sun screen ingredient. However, some do not contain any. I have used this one
Carrot Nutritive Night Creme - Burt's Bees and have liked it. They list the ingredients on the web page so look it over and see if any would bother you. I do see glycerin listed so maybe this wouldn't work.
All of the products I generally go to for a more natural feel seem like they would irritate you. Maybe see if you can find "how to's" on making your own with ingredients like beeswax, sunflower oil, coconut oil, etc. Also, do you have a dermatologist you like and can trust? See if they can recommend any products or know how to make your own.
Good luck!