What Siyoum Said,
I would go thin styrene, some Sintra/PVC FOam and Rivets. Cheap materials, apartment friendly, and mostly non-toxic (just don't melt anything). Use a heat gun to heat the plastic and hand mold it into the shapes you need. I did mine in my living room.
Although a Sauron Costume is far more complicated than a Witch King. Just start small.
Make the Gauntlet. Thats where i started with the Witch King.
Look up Mideval armor tutorials and armor strapping as well. It's one thing to make the armor another to find a way to wear it. Which honestly can be a challenge.