I can't give you specifics for your area, but I can offer a reasonable suggestion from my experiences.
I run a model making workshop for students at a school of architecture. As such we are continually sourcing different types of materials.
When it comes to the less popular MDF thickness's (i.e. not 6mm, 9mm, 12mm or 18mm - 1/4", 1/2" etc. ) we have found that you generally need to go to a trade supplier. For example a local timber merchant that supplies the construction industry.
A caveat to that is that, chances are they wont have it in stock, but they will be able to get it for you. You will probably have to buy at least a whole sheet (usually 8'x4' - 1220mm x 2440mm), although they may well offer a cutting service as well...
Hope that is of use for you!