I purchased them all from lohar Chawl Mumbai, which is located after a walking distance of 5 - 6 minutes after disembarking the Marine Line station. The only problem is that they mostly deal with all black, but different sizes are available. This shop if you watch very carefully is on the entrance once you come down the station and your the entering lohar chawl lane, left hand side of lohar chawl street , while walking facing Crawford market, say around 11 to 14 shops, a one gala shop, with a display of electrical sleeves wooden rolls, hanging outside, where you could buy your required sleeves.
Regarding the hot gun, please watch on the same side of the sleeve shop a little further a tiny entrance shop of around 2.5 meter, who sells this hot gun. if you cannot find then you could try many of the hundreds shops that sell different equipments.
I also would have helped you to procure from the current stock I have of multi colored heat shrink sleeve which I imported, but I am in Goa right now.
All the best in your procurement
regards.