The foam the head was made out of is standard home insulation foam purchased from Lowe's. (For some reason it is not available in California, but is everywhere else.
You don't want the cheaper "pellet" type of styrofoam, but the finer smooth type. Its usually about $15 for a huge sheet.
I'm not sure if you can tell in the wip images, but the top layers are solid discs, but the ones that made up the rest are all donut shapes, with the centers cut out. While you could carve out all the interior, that would be a lot of messy tim consuming work, and cutting out the centers with a jigsaw was very easy and quick. (Its just a cheap electric hand jigsaw purchasd from Kmart for $15 about 20 years ago!)
They are all glued together with gorilla glue (which was a poor choice) later I switched to elmer's spray craft glue which ids foam safe, and that worked FAR better.
You rough shape the foam with an electric carving knife, and then do the final work with various dremel bits. I also used an orbital sander to rough shape all the pumpkin vertical cuts.
The cowl was made from those large square "puzzel edged" foam floor mats available at walmart, sam's club and harbor freight. I cut that using the dremel saw bit, and then used one of the sanding wheels to round and smooth the edges.
Since that is spray paint safe, I didn't even bother to seal it, but just used cheap rattle can flat black, and orange. (Light dust coats of orange over black look brown, and matched the fabric I used for the outfit.)
I tried to detail a lot of the work in my previous posts.. check through them again, and see if you need any more help.
(People have also sealed that floor mat foam with gesso, and made things that look like they were made from metal or plastic with it.)