If I can be permitted to give a plug for my book "Metalworkers Data Book" in the Workshop Practice Series 42, this gives the data for Cap screws, also countersunk screws, I did not though include Grub/Set screws as I probably thought there was not much to say about them. However, the sizes appear to be the same as for countersunk screws, though of course that is of no use to those who do not know this fact.
Incidentally, I have just this morning added in the "for sale" section of the site some small tools (brand new) and some copies of the "Metalworkers data book" and other books from the series.
Harold