A good way to check would be to take your butt to an Ace, True Value hardware. A hardware store where they sell individual screws and nuts etc. Not a Home Depot, Menards, Lowes etc. A lot of the cue makers as was already said use 3/8 x 16. All they are is set screws that you would use an allen wrench on. They come in all different lengths. Just try to screw in one that's about an inch or 2 so you got somewhere to hold it.
And see if it catches. You don't need an allen wrench with you just to see if it catches. If it turns out to be 3/8 x 14, you could check with scdiveteam. Rick uses a 3/8 x 14 pin on his cues and maybe he could custom make you something.