For closed cell you can also check local kayak stores - more and more of them are carrying it.

Also - there's no rule that you have to use closed cell. You could use that blue home insulation foam that comes 2" thick avilable at home centers. Not as flexable as closed cell but cheap and if you coat the outside surface with epoxy, it bacomes very strong. The big advantage od C-foam is that you can squeeze a not-so-perfect fit in perfectly.