I never had issues with my hex screws, but many have.
Vaping Walrus is probably the best place for clones parts for the velocity though. They sell screws, replacement decks (in case you want spares), o-rings, drip tip adapters, allen keys, and bottom feed pins.
I would buy a set of slotted grub screws and a set of o-rings from there. (when they are back in stock, they run out quickly)
Other than that, I would suggest 26 or 28 ga Kanthal to start. Personally I like 26. You can start nice and easy with builds.
As a basic build, I like to do Dual 26ga, 3mm ID, 7 to 9 wraps will give you between 0.5 and 0.65 Ohms
Try to line the height of your coils up so that they are centered between the post holes and adjust from there to your liking.
Watch a bunch of videos how building & wicking, there are a bunch specifically for the velocity. If you don't get it right at first (wicking in general takes some time to get down) keep on trying, it is well worth it. You don't need to build crazy low resistance on Kanthal either when using a regulated mod, the name of the game is Surface Area. Steam engine is a fantastic tool to plan out builds.
Good luck, if you have any questions on any of it, feel free to ask.