Geoff,
You don't say what size this chuck is. If it is one of the smaller, 3" – 4", these use 1/2" x 12 tpi BSW thread.
You can make a replacement yourself using a 1/2" BSW grub screw, this will, of course, have a hex socket "head".
They are usually 1¼" long.
Like Chris, above, I've got an old 3" 4-jaw with one broken screw waiting to be repaired. It has been waiting about 5 years now! But I would want to replace all 4 screws with the 1/2" grub screws so they match. Point is there would be a screw or two spare.
Think we need full measurements of your chuck and screw.
PS: strange it has broken at the "waist", it's usually the square socket that splits its sides.
PPS I saw this on ebay and bookmarked it, I know its the wrong size but include the Link for general info –http://www.ebay.co.uk/itm/201694271987?_trksid=p2060353.m1438.l2649&ssPageName=STRK%3AMEBIDX%3AIT
Edited By Robbo on 22/03/2017 14:12:42