Just a thought:
You can get 2x1mm tubing, and you can get 4x2mm tubing .. could you get lengths of each and try to insert the 2mm OD tube into the 4mmOD tube to make it double tubed?
Can imagine it'll be hard to do over the length of the torch hose, but maybe some slippery stuff(water/soap, or WD or whatever to help it reduce friction)
Had a quick search and there is a mob that seems to offer various sizes of tubing in the UK.
4x1mm was one of the options.
Dunno where to get or how to order, but I'll post the link to what I'd found.
Valpar Industrial.
I did a search for pneumatics.
I guess the other option is to find a pneumatics supplier and see if they have anything.
Actually, scratch that.
Did a search on the bay and found a 2x1mm tube supplier(in NSW), went back to find them again and got lost in the mire, but found this shop(in WA) instead .. with an option for 4x1mm tube .. among many incrementally small alternative options to boot.
Ebay link
Not cheap tho!
EDIT: go to their shop, they also have other options for material types as well. eg. viton and PTFE too. Not quite the 4mm OD you wanted, and those options come in 3x1mm, but I'd reckon the other two material types would be stronger and less prone to heat damage(mainly at the tip end).
Didn't see nylon as an option too.