If that's the Mabuchi FF-N20 style DC motor used in many MTH smoke fans, that's a metric M1.4 screw - maybe compare other dimensions to confirm same motor.
My LHS carries the NWSL (NorthWest Short Line) line of hardware who have bags of M1.4 in various lengths for less than a buck.
I figure MTH probably sells the screws (if you can find the right part number!) but when you add shipping, etc..