I think I experimented with the same tubing, it's PE or PP material.
I have used a method by filling the tube with cold sand, and then heating the tube with a hot air gun. That worked out relatively well, but I intend to do it for next year's display with the hot sand method, so basically heating sand in a pan, pouring it in the tube, an then, after a few minutes, bending it around a template. I expect even better results from that.
The PEX tubing that Martin was referring to is actually more AL-PEX, so flexible PE tubing with an aluminium layer in between. That's the only one I could find here on the mainland as well. That type of tubing is not translucent at all. Sharkbite apparently is, but I haven't been able to find it here.
By the way, not for arches of lights, but AL-PEX tubing is very easily bendable, easiest by putting a bending spring inside the tube. That way, you can make great candy-canes. Without lightning of course.
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