As far as I know, only 5C collets can be obtained for square or hexagonal stock.
I wanted some ER32 collets to hold MT shank reamers. So I made my own versions.
No doubt it would be possible to make something similar for square material.
Some time ago there was an article on making accessories that would fit in a round collet, or three jaw chuck, to hold square stock. Cannot recall all the details, but the finished article, was actually the raw material machined and then cut into four pieces to act as the four faces of a square collet..
No doubt, some kind soul will say which Issue of MEW it was in?
Howard