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Most YYF yoyos use 4mm x .7 mm pitch set screw. Try that for thread size. If that fits find the proper length. If you can’t get a set screw of the right length, get a regular screw and cut the head off at the proper length. File the cut smooth.
FYI: [url=Common Yoyo Axle Sizes - Yo-Yo Mods and Maintenance - YoYoExpert Forums]Common Yoyo Axle Sizes[/url