In this work, different phase change materials (PCMs) were stabilized in biochar and lignin by vacuum impregnation technique and later incorporated into gypsum panels in real building applications. We used three types of paraffin, with phase transition temperatures of 21, 27, and 31 degrees C, respectively, i.e., within the most common thermal comfort conditions in building applications and two bio-based porous matrices, lignin and biochar. In doing so, we aimed at producing and characterizing an environmentally friendly shape-stabilized material, to be easily integrated into gypsum-based building components. The obtained compounds were analyzed at various scales of investigations using Brunauer-Emmett-Teller (BET), Hot Disk, Fourier-Transform infrared (FT-IR) spectroscopy, Scanning Electron Microscopy (SEM), thermal cycling, Differential Scanning Calorimetry (DSC), and Thermogravimetric (TGA) analyses, to adequately assess the composites' thermophysical performance and long-term stability. The obtained results highlight the promising thermal buffer capability of the shape-stabilized samples, particularly in the case of the paraffin with a melting temperature of 21 degrees C, which obtained the highest impregnation rate. In general, all the compounds tend to lose PCM during cycling. However, significant leakage was only found above 100 degrees C, therefore, the samples show a relatively stable behavior for applications within the most common local boundary conditions in the built environment.