Try Ace or True Value..

My local Ace Hardware stocks down to 00-80 in cap screws but you'll have to hit the LHS for some blind nuts or ny-locks in that size.
They even have button head cap screws in 4-40 and up.

Lowes and Home Depot stop at 6-32

Lowes and Ace stock taps down to 4-40
Ace has the Dies too.

Ace Stocks Brass & Aluminum tubing and rods plus some larger music wire.

Michaels Craft store has ply and balsa when you need something quick. Rare Earth magnets in 1/4" and 1/2" dia, brass wire good for wrapping and soldering is in the beading isle.

Dress lining and polycryllic covering.
Fabric at Walmart or JoAnns (get 100% polyester Dress lining, no blends! they won't shrink right) It should be $1.99 a yard or less on sale 44" or 60" wide

Polycryllic.. any Hardware store or Walmart
Water Based Exterior Spare Urethane for the top coat. Any HW store and sometimes Walmart.

Disposable Acid Brushes. Michales or Harbor Freight. Maybe the plumbing isle at the HW store by the soldering flux.