Freepats is a project dedicated to creating a free and open set of instrument patches, in any format, that can be used with softsynths.
GeneralUser GS is a GM and GS compatible SoundFont bank for composing or playing MIDI files.
Percussion-SF @ ArachnoSoft has some nice sf2 for special percussion.
Polyphone is a free program that will allow you to build new SoundFonts from scratch.
Conversion of sfz to sf2 http://lmms.io/forum/viewtopic.php?f=4&t=4761&p=15612#p15612:
load install application from https://www.polyphone-soundfonts.com/en/
load some sfz bank
save as sf2
If you have problems while loading samples, open the sfz file in a text editor and change path for samples or remove setting: