Hmmm... Maybe pulverized dried squash? One of the sweeter/ milder ones? I don't know how it would act, but if I had to guess, it'd absorb liquid fairly well andact similar to coconut flour.
For sauce thickening, several people here on the boards use arrowroot starch or pureed veggies/ meat. I generally just cook mine down or add a dusting of the pre-grated parmesan (the stuff you shake out of the tube).