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For rubberised horsehair, DON'T go to specialist wargames-suppliers. Instead find your local saddlemaker or upholstery-restorer and ask for offcuts. I've never paid a penny for the stuff.
Thanks for the tips! In northern Europe the rubberised horsehair is impossible to come by, as it's not used for upholstery or padding. (Not sure what saddles are filled with, if locally manufactured at all.)