High power particle producing target components in research facilities often consist of refractory metals. They experience challenging thermo-mechanical conditions and therefore require dedicated cooling systems. Employing water-cooling in direct contact with the target materials, especially tungsten (W), induces erosion and corrosion. Cladding the target blocks with erosion/corrosion-compliant materials is also a solution for a reliable heat transfer from the core materials to the coolant. Tantalum (Ta) is used in various facilities as cladding due to its corrosion resistance, outstanding thermo-mechanical properties, and diffusion bonding compatibility. The Beam Dump Facility (BDF) - a new proposed fixed target experiment at CERN – explored at first Ta2.5W cladding for molybdenum-based alloy TZM and pure W blocks. However, Ta presents non-negligible decay heat and high price. In this study, niobium-based materials – pure Nb, Nb1Zr, and Nb10Hf1Ti (C-103 alloy) – are evaluated as an alternative for cladding. The niobium alloys are assessed by their diffusion bonding via Hot Isostatic Pressing (HIP) and by thermo-mechanical characterization of the interfaces. Simulations of the impact with a high-power proton beam complement the study.