I lost a part - don't know how to replace

Hi! I lost the little set-screw/grub-screw that fastens the y-axis gear to the motor!

Where can I get a replacement? Can you even buy them in singles?

That part is a metric set screw. Probably 1.5mm. You can buy another pulley with several of them in it, or you can find a hardware store with a good metric bolt supply. Ace hardware is a good place to start out here on the west coast. You may also be able to get them online. They are inexpensive, so get a range of sizes around that size to make sure it works.