As well as Polycaprolactone and Sugru there are a number of mouldable plastics and foam sheets used by therapists which can be used to make padding or particular shapes. As with many substances aimed at the medical market these can be very expensive and there are often much cheaper commercial/industrial substances available with similar properties.
Rolyan putty https://www.pattersonmedical.co.uk/app.aspx?cmd=get_item&id=6869
Mouldable foam – Direct to body is a two component putty like material used to reduce scarring after surgery or some burns. Remap would never be involved in using it for its intended purpose of medical treatment but it may have other applications. It costs about £110 per kg so either Sugru or Oogoo would be cheaper alternatives.
Block foams such as Plastazote thermoplastic foam http://www.zotefoams.com/pages/EN/plastazote.asp are commonly seen supporting injured limbs and again, although Remap would not get involved in using these materials for therapeutic purposes they have other uses. Off cuts can often be obtained from orthopaedic departments.