My wifes more into this stuff but I have seen two places.
One is at Xiaodong , a market inside a building, just north of the eastern end of Zhong Jie Shopping mall. Has all sorts of paper, pencils, I think paints etc. Not so sure of plaster of paris.
There are also arts supplies stores on San Hao Jie, but north of Wenhua Lu. ( The computers are south). There is a college of fine arts (or similar ) nearby.
My impressions of all shops in China is that all the same type group together. You will either find nothing in your area or 100's.
Can be frustrating.