other materials that have a similar melting temperature as PCL plastic

These materials should be relatively easy to shape using what's available to the common home DIYer.

• PVC foamboard (wikipedia) (video demonstration)
  • sold under brand names such as Celtec, Palboard, Palight, and Sintra
• Worbla (video demonstration)
  • Worbla is available in several different varieties
• WonderFlex (video demonstration)
• Thibra (video review)
• Cosplayflex (video demonstration)
• an article comparing several Worbla formulations and Cosplayflex

a slightly higher melting temperature

These often require time in the oven.

• Kydex, the melting point is 165 to 205°C (330° to 400°F) (video demonstration)

less similar materials

• EVA foam — It's always a flexible foam. People usually use cutting and gluing to form shapes, but it can be heat-shaped as well. It's used heavily by cosplayers. (wikipedia)
• polymer clay — bake to cure
• sculptable epoxy — needs no firing or baking to cure [1] [2] [3] (video overview) (video demonstration)