Suppliers of articles for model engineering are few and far between, but there are a few about, but unlikely to be in rural Lincolnshire.
In Peterborough, you might find a few Taps or Dies, certainly Allen Screws, at Sterling Nut and Bolt, but for such items as cutting tools or machine accessories, you will need to order by mail or on line, from folk like Tracy Tools, Arc Euro Trade, RDG, Warco, or Axminster.
Have a look at their On Line catalogues, to see what is available.
I can certainly recommend Arc Euro at Syston. Their catalogue is comprehensive, and so is their service.
For materials there are several who can supply, but again, mail order, not a local place to browse.
Howard