I think you can get closed cell foam in almost any thickness, have you tried e-bay?  I use a big pool float which is bed sized and at least an inch thick.  It works for me because I can tuck it onto the bottom of my kayak and sit on it when travelling and it stays in when I portage.  Otherwise the bulk would be a pain  :P
My pad is very warm and waterproof too.  I have seen a lot of BLUE closed cell foam sheets, I guess they are for yoga?  I would think one of them tucked into the pocket outside would go a long way toward keeping you warmer.  They are less bulky and could be strapped on top of a pack or the deck of a kayak to carry.