I'm also working on my Halo 3 ODST currently so I'll share what I'll do with mine and what I think is a good solution IMO.
The Neck part is quite similar to neck covers from star wars , mandalorian etc. So for inspiration, you can search something like this up on Etsy or Google to get an understanding of how other people do it. Sewing is a wonderful option for this because you can use quilted batting as an Interfacing to sew the rounded parts and then sew a hidden zipper at the back to easily put it on and off. You could also use some EVA Foam which the method would be very similar just that you wouldn't need to sew. You can simply glue a zipper to the back as well. For the Neck pattern I'm not sure if we have something in the armoury but you can wrap your neck and the surrounding area in cling film and then add strips of tape , you can then trace where things will go and cut it out to then use it on Foam. (Keep in mind the thickness of the type of foam you want to use.)
The inner thigh part is a bit easier in that regard. Either thin 2mm EVA foam layered and then straight up painted, or Foam with fabric like pleather glued over it. Then you can simply glue all the segments to each other and into your thigh.
I hope my explanation gets the point across, it's a bit messy, but feel free to ask if something is confusing!