Don’t make this hard.
It is JUST a fly tying vise. Remember that it has no ‘inherent’ value. If you can’t use it to tie flies with, it’s worthless. Original ‘cost’ doesn’t matter. Niether does the name on the box. It won’t function properly without some kind of fastener holding the shaft from spinning while you tie. Without it, it’s just junk. If you can’t get this fixed easily, you might as well just use a set of vise grips.
I’d certainly not even consider buying even a $7 package of parts from the manufacturer when a quarter will buy what you need. Adding all that shipping/brokerage stuff is just insane (I thought the free trade thingy did away with all that?).
It doesn’t matter if you scratch the shaft with a metal set screw. It’s way down there in the clamp/pedestal, hidden from view… It won’t degrade performance if it gets scratched, and it certainly won’t be visible if you really care all that much about aesthetics on your vise’s support shaft.
Take the vise to hardware store.
Buy ANY correct thread size/length alternative that you like(there should be several, so the pick the one that will work best for you). My local ACE hardware store has lots of little pull out bins with all kinds of neat fastener type things…knobs, cap screws, thumb screws, etc., in all manner of sizes and materials from several colors of nylon to brass (a good option to avoid scratching?), steel, and stainless. Most of these small parts are around a dollar or maybe, if it’s really obscure, two.
If cost is a factor, a simple hex head machine bolt in the correct size should cost under $0.25 (things like that are around a dime here, but you are not here, you are there…). It will work fine.
Until you can use it, the vise is not a vise, it’s a pile of useless metal.
Once you can tie flies on it, it’s beautifully crafted tool.
Have fun.
Buddy