Printer Ink Ribbon
The HX-20 takes a Epson ERC-09 printer ribbon. It can come in black (ERC-09B), or purple (ERC-09P), and most importantly they are still widely available today. A simple web search of “Epson hx-20 ribbon” or “Epson ERC-09” will bring up large number of results. They are also widely available on eBay and AliExpress, though most of these won’t be genuine ribbons.
Printer Paper Rolls
Unfortunately, finding compatible printer paper is more difficult then the printer ribbon. The exact paper is no longer produced, however, a good alternative is a 57mm wide paper roll that is used for cash registers and calculators. Do not purchase thermal paper, make sure the paper you buy is meant for ribbon printing.
While you should be able to find a 57mm wide alternative, finding one that is the correct height of 30mm will most likely not be possible. Therefore, go for a larger roll and simply unwind the paper until it is small enough to fit in the printer. It is also possible to use a larger height roll without unwinding it, but, you will have to leave the printer cover off for it to work.
Microcassettes may still be available in some online stores. However, the easiest place to find them will probably be from Amazon or eBay.