They are made of some type of compressed ABS. The walls are about 1/2"-3/4" thick. The foam you can get is pick and pluck, made for securing equipment. It has a rubber O-ring seal to make it water tight and a pressure valve incase it is submersed, taken in to high altitude or other under a big change in pressure. The main use was marine/aviation utility and now is used for all kinds of things.
As for insulation for preserving internal temperature, I;m not sure about a solution for the pelican. Im the type to proto one and then try to perfect it.
If I were to develop an insert for it, I might take a 1" thick sheet of insulation foam for houses, construct a box to fit right inside, sand it to conform to the inside contour and coat the surface that will contact ice with some type of plastic coating or fiberglass resin.
I am the hands on type and I dont know how much time you are willing to spend to get the ultimate customization for a "cooler", it just happens to be a hobby of mine.