Injection molded, yes, I don't think any on the market right now *aren't*. Maybe custom one-offs made painstakingly from hunks of G10 and glue?
Typical materials range from cheap phenolic to various high temperature, liquid crystal, and/or glass-filled, resins. Nylon probably being the most familiar thermoplastic material, or whatever the stuff is that shrouded headers are made of.
3D printing would work, but it has to be highish temperature to be useful. If it starts softening by 100C, it's not very good, and if it's the kind of plastic that gooifies and turns into napalm when it gets really hot... UL isn't going to be very happy with it. (Not that UL has anything to do with 3D printing right now, but hey, rise of consumer printers, rise of consumer-printed parts... you know they're going to have something to say about it *eventually*. And for your own safety, when it comes to line-operated equipment, if that's the sort of purpose this transformer is intended for.)
Here's what a good transformer looks like:
Classic yellow, 3M Scotch something or other (I don't remember the number, it should turn up quickly on a search though), mylar core, acrylic adhesive. Overlapping layers are fine, as long as the overlap satisfies creepage. (Less important if you're varnishing it, which fills gaps. Maybe.) A layer or a few around the outside keeps the windings safe. And a band around the core keeps it in place.
I happen to have a modest supply of that size core and bobbin, for which it just so happens 1/2" tape is the perfect width for wrapping the core. A little wide for two overlapping wraps around the bobbin, but that's okay either slitting the tape or just letting it get sloppy.
Tim