oh man thats a bummer, i cant imagine finding the same one would be easy, my suggestion would be to visit a bolt/fastener store, bring one of the other screws with you, might be able to find something that will work.
option 2 would be going to a machine shop,you might find some type of "set screw" for machinery migh be the same.
last option is the obvious mail order from your pipe manufacturer.
now that you mention it some of the set screws on my r/c truck look almost the same..which brings me back to a fastener supplier...good luck
reason to edit...typing while previous answer was given..those look slick