Where can I buy foam like the one shown in the pic? Quite dense, ideal for making cushions etc.

It's actually scrap polyurethane which has been milled into small pieces, then bonded together in a mold with a further polyol/isocyanate adhesive.

Places such as Thai Watsadu may stock it, I bought a mattress-sized sheet of it in Chiang Rai at one of those stores that seem to stock every bit of hardware conceivable.

Check out an upholstery shop.  They should be willing to sell similar foam in whatever quantity you need.

Thank you for the helpful answers, have a good day.

I bought a mattress sized piece a few years back.

I think it was from a place on Wichayanon Rd, heading away from the North East corner of the moat.