Hmmm. There oughta be a machinist or gunsmith nearby who can measure it and tell you exactly what it is. Once you know that, you can google the size and find a supplier.
I had to go through the same drill recently when I lost a tiny setscrew for my LaserLyte rear sight. I ended up buying 50 of them for around $5. I kept a dozen and gave the rest to my LGS in case some else has a similar problem.
"I don't give a damn for a man that can only spell a word one way." — Mark Twain