Is there such a thing as pumpernickel flour?
Pumpernickel is made from rye flour.  If a recipe refers to "pumpernickel flour", they are probably referring to coarse-ground rye flour, which is coarser than you'd use for regular rye bread.  Coarse ground rye flour allows you to make the superdense pumpernickel breads you may be familiar with from Germany and Skandinavia.  This style of pumpernickel, which is the traditional variety, is dark colored not from molasses or other additives, but from very long cooking (as in 8 to 16 hours).

If you want a lighter pumpernickel, more like the pumpernickel sandwich bread sold in the USA, use regular fine-ground rye flour combined with wheat flour, plus coloring agents.  This is also the mix used for pumpernickel bagels. 

As a personal recommendation, I suggest using dark malt syrup as your sugar and coloring agent for American-style pumpernickel rather than molasses.  Dark malt syrup can be obtained from brewing supply stores, and some food stores with large "natural foods" sections.