The Mora is around $11 on Amazon. If you have Amazon Prime (in the US anyway), they'll ship it to a domestic destination in two days, no extra shipping charge. With this in mind, I probably won't spent more than 20 minutes (1) looking for a knife in a thrift store, and (2) making a sheath, especially in an unfamiliar location. Imagine the driving around to find a thrift store, seeking materials and the tools with which to make the sheath... I feel like if I'm on vacation, my time is worth more than $11 per hour (or $33 per hour, since I feel like 20 minutes is the max I'd spend doing something like this).

Improvisation is always fun and good training, but you have to admit to yourself, after a certain point, it's a hobby in itself. There is nothing wrong with that, of course, and it's an exercise I enjoy from time to time for sure. If I were in Doug's situation, I'd probably just do cardboard and duct tape. Some Filipino tribesmen from the old days carried their bolos/goloks/whatever in a sheath where the cutting edge side is held together by strings. So in an emergency they can just get the bolo out by cutting through the sheath. Probably unnecessary for a short knife.