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Cardboard, some 3-4mm thick - spiral wound as thick as you need. End caps, white plastic, exact fit, as with commercial tubes from a stationers.
Found a company in Essex that specialises in custom tubes, and was more than happy to make just half a dozen of them. Really helpful to deal with.
On the sheet feed side of things, I regularly use A3+ sheets in our 8300 - much easier than when I tried the z3200 a while ago