I have had shit service from Mamas and Papas and won't buy any of their products anymore, but they did send me a plastic part for a cotbed my cousin gave me free of charge. I'd ring again see if maybe you can get a different answer from someone else, or do what AnarchyAunt says and try and get a screw from a hardware shop.
that's ridiculous! In the meantime (as I think you should definitely take this further) is there anywhere (ebay??) that might sell exactly the bit you want? Or as AA says a local hardware shop may be able to match it