We have the same situation with BA bolts etc here in Australia and it is indeed interesting to note that the US has the same issues! The Brits 'invented' the BA (British Association) system so I suppose they're OK., but anything BA is exhorbitantly expensive. As is British Standard Brass, constant pitch at 26TPI. Instead, I've adopted Metric, replacing the 26TPI with 1mm (25.4TPI) in a range of sizes from 6mm to 38mm: taps and dies are readily available from Chinese sources at very reasonable cost. The BA I've replaced with 'standard' Metric and I have nuts,bolts, screws and washers down to 1.0mm., but - and there's always a but - hex head bolts are usually a bit more difficult. However, I wanted some 2mm hex head bolts and nuts and while in Hong Kong, that was no problem at all. It was a matter of "how many thousand would you like, sir?". Now I'm not suggesting anybody hop a flight to HK and I'm well aware that there's no love lost between to US and China, but I have drawers full of many sizes, as I said, down to 1mm., in a range of heads, including socket head capscrews, plus nuts in all sizes, including a selection of nylok nuts in 1.6, 2, 3, 4,5 and 6mm. There's a range of screw lengths, too. Then there's Conrad in Europe who stocked 1.6mm hex head brass setscrews. Not cheap, but not prohibitive, either. Google Shenzhen Junter hardware in HK., for screws and nuts. Taps and dies in all sizes and I think those under 1mm are available.
Wazrus
