Generically, the stuff is a thermoplastic splint. The orthopedic department will probably call it a thermoplastic orthosis. Ortho is just weird that way sometimes.
After some poking around, I was able to find a couple of brand names. One constant is that it’s expensive stuff - in the range of $18 - 35 per square foot, and it’s generally sold in 3-foot pieces. Looks like the “Plastic” types are what you’re after, as opposed to “Elastic” The company linked above makes the material. I have no idea how friendly they’d be to a hobbyist wanting to buy one or two sheets, as opposed to a hospital ordering a crate of it.
A couple other names to look up would be Orfit Stiff and Orthoplast.