Reddit mentions of Amoresse Thymol

I did a bit of Googling. It's not just scientists who diaphanise and stain their samples, amateur taxidermists do it too, so it's feasible.

I found this link. Let's break down what you'd need:

Hydrogen Peroxide can be bought in any large chemist's e.g. Boots, Superdrug.

Potassium Hydroxide can be got quite cheaply at the linked website.

Lab Grade 95% Ethanol has been denatured, which means it's poisonous and so can be sold without alcohol tax. That website's in America, but it should be about a similar price, although getting lab grade ethanol as a member of the public could be tricky.

Glacial acetic acid (anhydrous acetic acid) isn't massively expensive. Again that website's only in America (Sigma Aldrich seem to have discontinued glacial acetic acid for some reason) but it looks to be about £12

Alcian Blue for the cartilage - 10g for £112.

Alizarin Red for the bones - 25g for about £60.

Trypsin is an enzyme and you're looking at about £35 for 100µg.

Glycerin can be picked up in a chemist's quite cheaply although the Japanese guy linked above seems to recommend using medical grade glycerin instead of regular glycerin if you spill some of his artwork.

Sodium borate or "borax" can also be gotten ahold of quite cheaply from a chemist's or supermarket.

Thymol is about £20.

Then you'll need pipettes, syringes and lab ware to do this, having already spent well over £250 on reagents that won't last very long and will probably be wasted on the first couple of attempts because you have to make buffers and if you don't quite get each step right the specimen falls apart. Also it will take several weeks.

Alternatively you could just buy a pre-diaphonised wet sample, like this diaphonised rat that is selling for about £65, although you can't really ship wet samples out of a country so if you're not in America you'll have to keep searching. You know, all this searching has kinda made me want to buy a wet sample for decoration.