Not a complete set per se, but there are some:
2) Avalon Hill's HQ Companion App allows you to simply add a body point to all monsters. You can also add an extra mind point, attack die, defend die, across the board in any combination (only problem is it doesn't let you do it per monster). Also toggles for upgrades to all of your skeletons and/or goblins: Advanced Skeletons (can attack diagonally) and Advanced Goblins (can move, attack, and move in the same turn).
3) Check my signature for an upgrade system I use (it utilizing the Combat Cards available on this site, as well as the German colored dice aka "Power dice" many sell.
4) Avalon Hill suggests "unthreatened movement." When no monsters on the board for every 1d6 red die you'd normally throw for movement, you get 4 squares of movement free. So a 2d6 character could move up to 8 squares. What would you do if monsters appear? Some would say nothing different, but each new turn you roll your dice again until monsters are destroyed. Others would say you should roll your normal dice and that determines how much more you can move. Still others would say that's too much movement so you should roll your dice and then subtract the squares you've already moved (so if you're at or over, you just stop moving). I use the latter tweak of that suggested rule, but instead of 4 per die, I just make it 6. I figure as Zargon they are just going to run quickly into traps anyway. Where it is nice is with the Celerity potion, I let it add 12 squares even to their unthreatened movement! The idea here is that the Heroes are moving more cautiously when in combat. I suppose you could just say 6-12 movement every turn, with no rolling if you wished (and so potion of speed would just give you 12 or 24 movement, etc).
5) So far we've only seen a few extra spells. Wizards of Morcar adds 9 more spells (in sets of 3) but they are a bit weak compared to the NA spells. Check YeOldeInn under the UK flag and click on cards at the bottom of the page to see many more custom sets of cards like Illusion Spells, Sorcery, Necromancy, Forest magic, Fimir spells, etc. I've printed several of these myself (after tweaking them to my liking).
6) Evil Wizard Deck ("threat" cards, see again YeOldeInn.com site with the UK flag and then cards below, change to US flag and cards below and you'll see different options). General rule is that when no monsters on the board Zargon draws one of these and keeps it to himself (or uses it immediately). He can have up to three in his hand, and if he draws another he can use one immediately or discard (he doesn't have to draw any of course, and in theory he could keep them until the end of the quest, or never use them... but keeping the threat alive!).
6B) A suggestion from the draft notes from 1992 the designers were thinking maybe if a hero rolls doubles on the movement dice this triggers a Wandering Monster attack (stops the hero's movement but doesn't nullify his action for the turn). Of course if you got rid of roll to move entirely, this wouldn't work.
PS: The German Colored Dice or Power Dice can be used however you want.
https://www.spielwarensaloon.de/ is the best known and oldest surviving seller of them (I recommend getting the ones with the matte finish, use a german translator and make sure you get your zip code correct without the extra digits at the end!). There are also many people on Etsy selling them for various prices. The ones sold by Forges of Nuln and VictoryDesigns are basically the same in terms of quality I've found (ordered from both before) so I just get whichever one is cheaper or has the styling I like best. There are people selling all kinds of versions of the power dice, so you look for the dice shape and icon style and colors you prefer.
As for how they are used, I think there was one person making a suggestion... it could have been VictoryDesigns. I don't have the sheet in front of me but it was something like at the start of the quest each hero got to draw a few randoms and they could substitute them at any time, but the dice got used up as they went. I think they went into a discard jar or something. And for Zargon I think it was something like when there were no monsters on the board he got to draw from the discard jar and he could use them however he wanted.
There are as many ways to use them as your imagination allows, but generally I use the black dice to enhance attacks. I put out "Elite monsters" that are stronger than your average... and I give them black dice for attacking, meaning they have a greater chance of rolling a skull. As heroes complete many quests I simulate them becoming more proficient with attacks by granting them black dice whenever they use certain weapons, or whenever they attack certain types of monsters. Or you can tie them to spells to show the spells are more powerful. Or if you want to differentiate two weapons... like maybe a Staff in the hands of a Wizard is stronger than in the hands of another hero or something like that.
The green dice have an extra white shield, so they are good for hero defense. I use this similar to the above but to enhance defense to show their advancement. Or it could be for special armor, like a Tower Shield that is better at blocking projectiles so it substitutes 2 green dice when carried. Something that like. Again, can be used to enhance spells as well. Others have suggested using it to weaken weapons. So if you're attacking using a green die, it's less likely to roll a skull than with white dice. So it could be you were nerfed by an evil spell, or you're just a weaker character, or have a weaker weapon.
Blue dice just replace one of the white shields with a black shield. This means it could be used by a monster to double his defense (he's just rolling the way a hero would in terms of probability). I use this for the Elite Monsters who defend better than regular monsters as well as their enhanced attack with black dice. But you could also use this to weaken a hero. Maybe they are cursed somehow, or they are just a weaker character and have a harder time defending.
Those are the basic ones. When you get into the Purple, Orange, and Yellow dice you start turning up faces that have doubles.. so you might roll double skulls on a single die. These are wild cards for sure. You could use these with magic spells, potions, or to have just unpredictable characters. The yellow dice I think have an equal chance of rolling a skull, white shield, or black shield.
I created a custom die (took a blank wooden cube and painted the faces the colors of the dice I was using). The idea would be a random dice color change could happen based on some criteria you determine (in my case on the stream someone "buys" a "random dice color change" and so the next roll has to be whatever the die color shows).
There are combat dice of other colors like Pink with black symbols, Red with gold symbols, and the various translucent variants like we saw in the official boxes and the fancy glittery/ink squirt dice they sell in those tins from Fanroll... all of these have the same symbols and probabilities as the White combat dice, they are just variants for fun or collecting, or I guess if each player at the table wants their own color of dice so they can roll together and differentiate easier at a glance (though some color combinations are harder to read from a distance, like, sadly, the official ones that come in the fancy tins).
Other Power Dice out there I don't use. Again consult SpielWarrenSaloon, but there are those that lack certain symbols, so maybe there is no chance of rolling a black shield, or another with no skulls, or another that lacks black shields. There's even a "joke die" that has only skulls! I suppose you could find some use for these.
There are some situations in which there is supposed to be a 50% chance of success. Do you really need a d6 to determine this however? You could just flip a "coin." But some people prefer to roll dice so there are dice out there that have 3 of one symbol and 3 of another (or half blanks).
SpielWarrenSaloon sells "potion dice" for example that have various combinations of skulls, keys, and bottle symbols on them. You could use these I suppose for Alchemy crafting, or disarming of traps, for searching furniture (not just treasure chests), or some other idea. Or you could treat it like some kind of buff... like maybe you'd roll it for a monster. Maybe on a key the monster gets to open 1 door (and activate the room?), on a skull it gets an extra attack die for their next attack, and a potion means they get the effect of a random potion (or they just heal or something like that, maybe get an extra body point even if they're undamaged?). You could do the same for a mercenary or hero too of course (the door not so much since that's already a free action). Maybe the key could mean you get to disarm one trap for free (no action required), or get a "safe" treasure search? Maybe the potion means you draw from the Alchemy deck or get an automatic healing potion. Maybe the skull means you gain an attack die, or maybe it means you take damage (spring a trap)? I don't use these dice but he sells them in green, blue, and black variants. I forget all the combinations.
There are some mods out there that suggest use of the colored dice. "Mound of the Beastmen" is a popular fan made quest set that I have never played but famously (or infamously) uses the Orange combat dice. The trouble is that this combination of orange dice has been changed over time and so if you get orange dice from most sources they will not have the same combinations that the designer of this questbook intended. Instead, you should look for something called "Boss Dice" which are available in various colors (I have some) including translucent orange. The idea with these is to use them for a special monster, maybe a "boss" or named enemy to make them stronger and more challenging or cinematic. It gives them a greater chance of defense AND a stronger attack. You could give them one of these dice or let them roll all this sort of dice, and it would make some of them very powerful. Or like me you could roll to see if a regular monster you place on the board is "elite" or not (say, roll 1 combat die and if it's a black shield it's an elite using special dice... or if you want it to even more likely, say roll a blue die for this.... or just say rolling a skull makes them elite and then it will be 50% chance). Giving them boss dice for attack and defense vs. black and blue dice makes them a bit more challenging because there is a possibility of rolling a double on a single die.
As for what other mods out there (I've seen some custom cards that show colored dice on the backs) I can't name them, but perhaps others are familiar with them. Again regarding the colored dice there are many sources to get them. I mentioned some but there are other people on etsy selling them and if you don't mind 3d printing there are many STLs out there (your mileage may vary). Or you can buy wooden cubes from many hobby stores to paint and/or write on. Sites out there sell blank dice as well, but I would NOT buy painted dice from BoardGamesMaker. They are great for many things, but their painted/printed dice are terrible... way too expensive and the symbols actually "break" off. Yes they sell engraved plastic dice as well that are surely better but still very expensive in small quantities and not many options. Check them out but you may be better off buying from others.
And yes, there are a few people out there just selling stickers you can place on the dice. May or may not be very durable, but probably more durable than the BGM printed/painted dice (sadly)!