Lucylle says:

It's a full head (well, not so full as he had only a strip of hair on the back of his head) of black thermoreactive tubing, black neoprene and black/clear rexlace. It took us a whole afternoon and we [Lucylle and An Asphodel] were lucky to have such a stoic person to work with otherwise it would probably have taken much more...

We started by boxbraiding the hair alternatively with the thermoreactive tubing and the neoprene, fixing the braid with rubberbands and a bit of spirit gum, then knotting several pieces of rexlace and yet more tubing. In the end there were more than 50 sectioned pieces...

The neoprene thingies aren't tubing (although we found neoprene tubing in bigger diameters) but even if they're filled they are really lightweight.
I didn't buy them but if I remember correctly, they were hardware store material and should be rather easy to find.

The thermoreactive tubing is the one normally used to seal electrical wires (it's the 2mm diameter): there are several different brands that more or less look the same (I believe RS components sells it as well), but this one stretched particularly well and didn't lose its shape so we used it to make the boxbraids in order to get a good base... the neoprene costs a fraction but it doesn't stick up as well and you can't reuse it since it gets all squiggly after being boxbraided...

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