Possibly Alan Gibson or Roxy Mouldings as they supply gear sets. They may be able to tell you what the thread sizes etc are so you can look for them on line. Pete.
Also try Eileen's emporium or Slaters Plasticard or evilbay Try this link for high tensile steel M2 to M10 grub screws Paul
Or these may be a better option Assortment Box £3.89 (cheaper if bought in multiples (I have just bought 3 @ £3.50 each)) Contains 200pcs Stainless Steel Allen Socket Hex Head Grub Screws Assortment Kit Set Description: Model: M3/M4/M5/M6/M8 Material: Stainless Steel Screws: M3 x 3mm 20pcs M3 x 4mm 20pcs M3 x 6mm 20pcs M4 x 4mm 20pcs M4 x 6mm 20pcs M5 x 5mm 20pcs M5 x 8mm 20pcs M6 x 6mm 20pcs M6 x 10mm 20pcs M8 x 8mm 20pcs Paul