Here's a result that links reflexive sheaves with the codimension of related ext sheaves, from page 6 of _The Geometry of Moduli Spaces of Sheaves_ by Huybrechts and Lehn:
> Let $\mathcal{F}$ be a coherent sheaf of dimension $c$ on a smooth projective variety $X$. Then $\mathcal{F}$ is a reflexive sheaf if and only if $\mathrm{codim}(\mathcal{E}xt^q(\mathcal{F}, \omega_X)) \geq q + 2 $ for all $q > c$