Yea the metal powder is probably a really bad idea if it did not destroy your FEP it would get flushed to the side of the tray as the build plate cycled.
One possibility is to print the mold like a shell and pour in some thermal conductive epoxy or using thermal conductive epoxy to attach an aluminum heat sink.
I have run into some interesting advancements in metal FDM printing but I don't think SWMBO will approve of a sintering furnace.
https://thevirtualfoundry.com/
The surface is still to rough at least on the pictures so not quite ready for prime time
The commercial metal printers look to be really pricy, but could be useful in mold making on a commercial scale. From the pictures I have seem the surface finish would be in between Do-IT ES and a CNC. But it would be just like the ES and would need milling to flatten the mating surfaces.
And to be honest if I won the lottery I would probably go CNC anyway.