Blue 450nm range led diode lasers can be pushed hard, that laser shotgun is i believe 8 seperate led 5w each. That many requires extensive cooling.
You can get 3 to 5 watt blue lasers hand held powered by one 18650 no bigger than a typical flashlight. Most of the lasers are converted flashlights actually. Because of heat they can usually be run 30s to maybe a minute or 2, then turned off to cool down. DPSS lasers you are correct above, 500mw to 1w and very pricy if you want quality.
An addition, laserpointerforum has individual builders on that forum, and kits, and used private sale lasers in the multi watt range.