If you restore guns, then often you have to pay the piper to fix them up right. Some old guns, particularly foreign, use have screw threads and weird thread pitches that you cannot buy today so if you try a modern screw, it strips the hole out. Wood screws are more forgiving but you will often get weird head sizes and tapers that are difficult to find at the local hardware store. Another reason is that most modern screws at the local hardware store are coming from China and are made of very soft steel compared with a lot of screws from yesteryear. Many replica screws are now of that very soft steel. It is a pain to heat treat screws so they don't strip, break, swage, etc.
In order to restore some old milsurps, I've had to learn to swage and redress buggered screw heads, clean and repair old threads, refinish screws, etc. in order to fix them up right. One advantage to fleabay versus gunpartscorp or sarco is that you at least get to see the merchandise. Stick to experienced sellers because they are more likely to actually know what the correct screws belong to if you don't know.
One last option is to go to your local gunsmith. Every gunsmith I know have small screws, pins, etc. from all sorts of guns and if you are on good terms with them, they often let you try screws until you find one that works and there is no shipping to pay.