This Adventure Den Kit would be a perfect addition to your loose parts provision, it includes things you would need for an outside adventure whether in the back garden or out in the woods.
A mess tin for your food rations and an enamel mug to ensure that you do not go thirsty. There is a roll mat for sitting and sleeping and a blanket to keep you warm. The torch ensures you do not lose your way - even when it gets dark!
Check out our outdoor hub here which has lots of den building ideas and information.