Kydex was made by the Kleerdex Corporation, but they changed their name to Kydex LLC in the not too distant past. You can order it from Amazon for a good price.
http://www.amazon.com/Kydex-Sheet-Thick-Calcutta-Nominal/dp/B004U6TNTE
One method you can use to form it is called drape forming. You simply drape the heated material over a form that's shaped like your gun. You could use the gun itself I suppose. You heat the material in an oven per the following instructions:
http://www.kydex.com/uploads/files/kydex_tb_140-b_thermoforming_061412.pdf
You don't want to overheat it or heat it to quickly.
You could also use a heat gun being careful not to burn the plastic but an oven would be better.
After the material is heated you drape it over the gun or form and form it around the contours. This can be accomplished easily by making a form with two pieces of plywood. Line the plywood with 1" foam on the inside. Lay the pistol on the form. Drape the hot sheet over the pistol and then close the form. The foam will form the plastic uniformly over the pistol.
You want to form it so you have about a 1/2" flange where the outer sheet will be attached to the inner.
After you form the outside piece to the shape of your gun, you can form an inside piece to the approximate radius you want for your hip.
You need to consider slots for your belt on the inner part. It needs to be 2-3" longer than the outer piece so you have room for a belt.
Once thats done you can use a heat gun to form just the flange of the outer formed sheet to the same radius as the inner sheet.
Once you have that all done you can clamp the two parts together (with the pistol installed) and match drill holes through the flanges (after clamping the two parts together for the best fit). You can look at some Kydex holsters online to see about how far apart the holes should be.
Then you install either rivets or eyelets to hold it all together. Grind off excess flange. Cut or route belt slots.
You could also form the inner sheet to the contour of the other side of the gun.
