A few minutes with Google.....
Kydex = Acrylic-polyvinyl chloride. A plastic alloy.
https://en.wikipedia.org/wiki/Kydex
https://sekisui-spi.com/products/individual-products
https://sekisui-spi.com/technical-resources/product-data-sheets#kydex-100-technical-data-sheet
Sheaths are usually made of Kydex 100 or T
https://sekisui-spi.com/products/kydex/kydex-t
http://www.advancedtechnicalpanels.co.uk/news/Kydex-Durability-By-Design
"James Latham is now the exclusive UK distributor of
KYDEX® sheet, "
https://www.ebay.co.uk/str/gfgplasticsltd/KYDEX-SHEET/_i.html?_storecat=3608833010
These look like a good source. Over 10 different colours and a mix of thicknesses. I haven't bought from them, but they have a good range, and while prices are higher than if you were buying from Knife Kits, if you lived in the lower 48 US states, they do offer free shipping across the board.
An A3 size sheet of 2mm, Orange, cost £11.54, and I would expect to get four sheaths and a couple of belt loops out of that, which doesn't seem outrageous on a cost per finished item basis. Other colours are a bit more expensive, and smaller sheets are more
In my view, getting the Kydex material is the easy part. It is all the other bits that are a bit more difficult; moulding foam, tubular eyelets, setting tools, pre-made attachments like Tekloks. It is easy when shopping at Knifekits.com because everything is sized to work together. When not buying from a one-stop-shop that is dedicated to sheaths and holsters, you have to make sure that the inside diameter of your eyelets match the outside diameter of your fixings (Tek-Lok screws) or binding screws, that the length will be right for the thickness and number of sheets you are using, that you have the right setting tool and correct drill diameter.
I would probably use
https://www.knifekits.com/vcom/eyelets-black-finish-for-060-kydexholstex-100-pack-p-4189.html and related pages to get a check on sizes since they have recommendations for what eyelet goes with what sheet, etc.
I don't have any sources, but I think some good suggestions have been made.
Anyone wanting to really get into Kydex work, I can thoroughly recommend joining the Kydex Forum.
http://kydexpro.com. You have to register to even view it, but it is free and it is worth it if you are interested in being serious about working this stuff! Have a look on Google for Coffeebum Kydex press, he is a member of that forum and there are great threads about making presses and tools and techniques.
Best of luck
Chris