For the Sister I've made in the past, a suiting fabric (similar to what is used for officer uniforms) has worked for the coat and pants. I lined it in a cheap red cotton fabric, since most linings are shiny and I didn't want the lining to have a sheen. I have also seen the pants made out of spandex with great success. I would say it all depends on the material that you would prefer to work with. As for gloves, I had to make them for my customer because I haven't seen a pair of gloves in that color combination.
I am currently unaware of any vendors that do any of the soft parts for this character currently, but maybe someone else will know?