Al(OH)3 alumina trihydrate has a heat capacity of approximately 0.24 BTU/lb*deg F. AlF3 (aluminium trifluoride)should have a comparable value. I am not familiar with aluminum trifluoride trihydrate.
CS2 may be removed via regenerable adsorbents such as Almatis (formerly Alcoa) Selexsorb COS. I have not seen CS2 being much of an issue in natural gas. It comes up more frequently in ethylene where is csan get formed during processing.