Nice article, this resource on conformal prediction might be interesting for you. https://github.com/valeman/awesome-conformal-prediction

For classification I would suggest to check Venn-Abers predictors that is more modern version of classical conformal prediction and has easy to use library https://github.com/ptocca/VennABERS

There are several tutorials on Venn Abers linked in Awesome Conformal Prediction.