All the screws on the Heli are Metric! Worse is they are Chinese Metric which is not the same as any other metric (Chinese don't abide by world metric standard).
That little screw you lost is a pain to find without buying a new head and its crucal to setting pitch when its loose. Suggest you get yourself a 2-56 tap and a large assortment of screws and bolts as your going to find that most of the screws and bolts in the cnc head are going to work loose, loctite or not as the taped holes are ALL over sized, and combined with the poor quality alumn that was used ...