hello
I've read that laprevo are good and they are often recommended both here and on british blades as a leather supplier. Apparently they are very helpful if you phone and should be able to help with both advice and smaller amounts to meet your requirements.
If you run a search you wil find a few threads about making your own sheaths or about leatherwork and if you go and check out british blades (there is a link in edged tools) there is a whole section dedicated to leatherwork which is full of useful info.
I haven't done any sheathmaking, yet, so i probably shouldn't even be responding, but i think you want 3 to 4 mm veg tan.
If you run a quick search, i'm sure you will find all you need to know and more.
cheers and hope this helps