John I've found the best source is the suppliers of the tools themselves. It might take some searching but generally they offer them as spares. The Torx + M-thread + head angle makes them a bit obscure for regular metric fastener suppliers even, but I can provide some seller links I've been happy with in that regard. I think a good strategy is when you buy an offshore tool, throw 5 screws on the order (which I am guilty of not doing).
Your original question - going to guess pretty slim pickkins in CowTown. But you never know. You might find a tool supplier like Skinner or DMH (Sowa distributer) but it will proably be a spare to a higher end tool (and more $$). Some of those are interchangeable, some are their own standards go figure.
If @Tom Kitta orders screws by the hundred possibly he has an M4 you can buy? These screws are a bit expensive from sandvik, Kennametal and iscar. I buy them sometimes and they are about $20 each in town.
John I have conventional hex head M4 cap screws & possibly flat heads too. But I think they are 0.7 pitch. Can you confirm what you require? Something tells me they are finer pitch. But 4mm seems big, what tool does this go into?
top pic - Might be a long shot but assuming correct fastener if you chucked a blank of material, made a shallow depth M4 threaded hole on end, bottom out screw into hole & angle profile whatever the insert seat angle is...
bot pic - Alternately if you found the right pitch but longer length, make up a cone spacer thingy with seat angle. It might not be pretty but would be functiona
I've used this Ebay seller on metric stuff & he is speedy fast (or at least was). The weird thing is the envelopes say Toronto so could be he is re-packaging? https://www.ebay.ca/str/regansstore
@PeterT the screw holds the carbide insert on a boring bar. They have a special head shape That fits the inserts. I still have 2 good ones as well as another bar that uses different screws so I should be ok for a while. Amongst the various tools I have there are at least 3 different screw sizes so I’ll get those sizes.
I know the Bangood/Ali screws are cheaper considering the higher shipping cost to Canada. I've had some ok ones & some real crap too.
I need to measure my lengths but considering springing for some. I'll ask if he will do combined shipping because they are so teeny?
Thanks John. I didn't stumble on that particular seller but saw some others (that were a bit more). I think the trick is to search for 'cnc screw' lol
On your seller, I assume this is a typo, but in the order part of ad they say M2.5 x length. Down in the lower part they say M2.6
I think there actually is a M2.6 size but seems like 2.5 is the predominant reference.