What size screws are used for mounting the clip on a Tenacious?

[OmarShablotnik]

Just as the thread title suggests:

I went to my local fastenal and I tried #4-40, just a smidge too small

4mm is too small.

#6-40 is too big, and so is 6mm

The didn't carry a 5-40 or 5mm. Is it one of those 2?

Thanks in advance.