A safety issue to mention...
Chevant is NSP, non-sulphurated plastiline. This is a good thing. You want to be careful about the material. As it dries over time it may discolor, get come odd marble texture to it, 'just look weird'... it's a natural process and you can still re-use it.
As for using high densiity urethanes and coating them... (you can also varnish NSPs and Plastilina, allows you to digitize, mold, etc--simply remove the varnish and you can rework the piece) you have to have a NIOSH respirator for this. The bits of urethane that flake off under a rasp or sandpaper or what not will get into your lungs and stay. Not good stuff health-wise. Same with 'feather-fills' or any skinning or filling agent.
As for other recommendations, really haven't got any. Roma Plastilina, WED and NSP (chevant) are great choices for you.
Have fun!