In the USA we have both hardware stores and 'ranch and home' stores. The latter is a bit better because the ranch aspect includes equestrian supplies and livestock supplies.

Both can provide excellent raw materials for ropes and chains and clasps and hasps, rings, clips, etc. Hardware and lumber stores if you want wood to build pillories or stocks or crosses. Ranch and home stores add whips and crops, harness leathers, syringes , needles, cages and the like.

For a gag, I just saw on YouTube excellent and easy to follow instructions for making a monkeyfist ballgag. Just search for monkeyfist. (If that doesn't work, search for prosperity knot and look for the monkeyfist in the list of "additional" videos. TKB (Two Knotty Boys) have posted an excellent set of videos.