Polyester (Polyethylene terephthalate) sheet is usually used for isolation in between transformer winding layers.
https://www.google.com/search?q=polyester+transformer+tapeMost parcel packaging tapes are made from the same material and can be used for that application (at least I used it)
Most important aspect is not to wind completely to the end of the transformer core so that no discharge can happen at the air gap (as dielectric breakdown voltage of air is much lower than the one of PET polymer):
good:
-----------------------------------------------------
°°°°°°°°°°°°°°°°°°°°°°°°
-----------------------------------------------------
bad:
-----------------------------------------------------
°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°° ZZZ
----------------------------------------------------- Z
°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°ZZZZ
-----------------------------------------------------
If the tape isolation wrap gets warped, wrinkled and ugly, you can use a heat gun to shrink it back into niceness, btw.
For isolation of complete transformer, I wouldn't use epoxy, much too expensive, difficult to apply, hard remove for repairs, modifications or to reclaim parts. Go with plain candle/paraffin wax and simply cast it into the transformer housing. Prior to casting, heat it well to boil off any moisture and then cast it while it's nice and hot and has low viscosity, so that it can seep into all the small spaces. If mechanical strenght/melting point is too low for your application, you can actually dissolve polyethylene plastic (plastic bottles etc) into your molten paraffin wax (takes some time). The long polyethylene molecules (PE is like parafin, but with much longer hydrocarbon chains) increase strenght/melting point.
If something goes bad, simply use a heat gun or dump the whole assembly into a pot of already molten wax.
Used this to for isolation on capacitor/diode voltage multipliers, up to maybe 100kV (judging from spark lenght) and it worked great.