In my annual tradition of searching and calling a few places to see if anyone local is stocking pumice, I stumbled across a landscape materials yard that has 3/8"-minus black lava fines: Colorado Materials, Inc. in Longmont, CO.
It's $65 per cubic yard, but they also let you fill a 5-gallon bucket for $5. However, if you weigh-in and weigh-out your vehicle, they will let you drive up and sift it right at the pile and charge ridiculously low rates (by bonsai soil standards) based on weight. I just got over 300 lbs (about 40 gallons) for $12. Only downside is that there is almost no material in the 1/4-3/8" drainage layer range. I'd say half is 1/8-1/4", a quarter is 1/16-1/8", and the rest dust.
Still no luck on local pumice and shipping rates are getting more extreme every year.