I wood start in the wood screw section if it were me...
I read the OP's post as something to do with at TOM type bridge with "saddle screws". Those wood not be in the wood or would screw section. But HD and Lowes have a poor selection beyond the basic "I'd use it for home improvement" fasteners.
In the USA, most hardware stores have a section with a few hundred assorted boxes with a couple thousand assorted fasteners. You can often find what you need there. The one limitation is often finish... i.e. finding 3mm screws in nickel ain't gonna happen. But if you're OK with stainless or chrome, they have some stuff.
I dont know what TOM type bridges are. EDIT: Tune O Matic?
I lost one saddle screw off my Les Paul with a Nashville bridge. I had to buy a full set along with retainers, so it wouldnt happen again. Its hard to believe such a simple part is only available at Stew Mac.