If you are a Battosai owner please PM me the axle size… I lost mine in the carpet (and that thing is miniature) and I have given up hope finding it 
Take it to a hardware store and see what fits. Quite simple really, it’s just a standard set screw.
If you know it’s in the carpet, you could also go get a magnet and start sweeping it back and forth. Home Depot has lots at varying sizes. That’s if jhb’s solution doesn’t work. :-\
Given that it’s a VsNYYC, I’d start with looking at a M4x8mm set screw. (M4 designates a 4 mm screw diameter). If you can’t find a proper set screw, get a regular screw and cut the head off. Smooth the cut end with a small file or stone.