The Sun is surrounded by a layer of plasma which extends millions of miles into space, in some places reaching up to 3 million degrees Celsius (5.4 million degrees Fahrenheit).
There are no known materials that can exist as solids, liquids or gases at such extreme temperatures.
Protons, neutrons and electrons can withstand this heat as they are virtually indestructible, however they can only exist as plasma.
If you could somehow get past the corona to the surface of the Sun, where it is ‘only’ 5,500 degrees Celsius (9,900 degrees Fahrenheit), some liquids could exist.
Plus, take a look at: