EnglishRose, can be found on both here and BB, she sells materials (wood)for making handles/scales.
Also on BB you should be able to find cod12e I think is his username, he also sells wood for scales.
If you have no joy with them try
Brisa.
Araldite precision is probably your best bet as far as adhesives are concerned, available from loads of places.
Mosaic pins are a little more difficult and a lot more expensive, although there was a guy over on BB who offered to make some for people.
You could use straight forward pins (barstock) or tube in the same size that you require should be available from model shops.
Abrasives from 50 grit clothbacked through to 2500 grit wet 'n' dry are available from
Axminster as are most of the tools that you need.
Tools, a small vice comes in very handy, a rasp / file, hacksaw (junior one for pins or whatever), one drill for making the holes in the scales (a steady hand) and the abrasives and that is about your lot.
Leatherwork tools and the like can be bought from Brisa also as well as leather, but Brisa is quite expensive.
The biggest problem will be drawing up a design that you like for the sheath and then making it work, don't let this put you off when you have got a knife finished in a sheath that you made you will be a very happy man
This is the second one that I made, I was asked to make for a friend
When you have something like that in front of you, you get a bit of a buzz