As I have already tried to tell you to G-Anime (before being discontinued) I love this cosplay Magic Knight Rayearth Hikaru is my favorite character and you cosplay her so well Congratulations this is a job well done! I can't wait to see it completely finished
There's a couple ways to do it, one way requires you to iron it and while it's warm you can mold it to make it curve various ways. The other way is to cut small triangular slits in the areas you want it to curve and glue them back together.
I usually use just normal craft foam because it's thinner and easier to mold, but EVA seems to be good for sturdier stuff (and can take more of a beating) because it's thicker. I like using it too for certain projects. My Camilla helmet was made with EVA: :thumb117927808:
A little trick for foam armor: Ironing it will make it easy to mold, allowing you to make it curve to the area (ex. your arm or leg). For bigger curves, cutting triangular slits out along the edges and gluing them together will give the curve, the more you have and the bigger the slits, the more dramatic the curves. Hope that helps!