You can make dragon caves out of many things, most wood products are usable (besides cedar or fresh pine (kiln dried pine is alright). Ceramics (glazed or otherwise sealed), rocks, bricks, plaster or sculpture plaster, terra cotta, stoneware and similar ceramic clay materials. The important thing is to seal any porous materials with a safe (ie lead free) glaze or finish. IN the case of wood varnishes, make sure they air dry completely and don't smell anymore before putting them into the cage.
I don't remember anybody posting about home made dragon hides, I do remember many posts about home made backgrounds with built in ramps and basking areas.
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PHLdyPayne