I don't know where you could find a shutoff screw without buying the whole valve.
There's a rivet/pin in the valve that is suppose to stop the screw from backing out all the way. I'm not sure why yours fell out, maybe the rivet is missing or didn't stick in far enough.
The reason the valve is usually removed to replace the shutoff screw is so you can drill out the stop rivet and tap the hole so you can replace the rivet with a machine screw.
If you search the archives you should find detailed instructions on replacing the o-ring(s) (can't remember if there's one or two).