Do you have a molder you work with, and do they have experience with TPE's? I'd start there, and probably get the resin supplier tech support people involved. Reason for not forming the radius in the same mold as the tube? I'd guess your bend angle is enough to make the i.d. core extraction a bit tricky?
Probably the biggest issue for the thermoforming process is getting the moisture back out of the molded part after it's sat around awhile, and then getting the preheat oven set "just right". But I would assume that the heated tube could be laid into a suitable heated mold, mold closed, and then shoot air into the tube i.d., cool mold and hold, open and extract part. We used to do similar with semi-rigid TP tubing (PFA, PE, PP) to form various shapes. Keeping the tube from collapsing/stretching at the forming temperature prior to and during mold insertion can be tricky - we used to seal one end and apply a slight "holding pressure" with air during handling and inserting the preheated part into the mold.