Edit to my post: I was able to get ahold of Lionel's service department and they gave me a PN for the screw. Should anybody else ever need it, the PN is 6101229072.
I took delivery of a gently used Lionel Legacy (#84239) Western Maryland 3 truck Shay today. Unfortunately it seems to have been the victim of poor assembly work at Lionel's factory. Each universal joint is held together by four little shoulder screws and unfortunately upon inspection one of them is missing and the one directly across from it was about ready to back out. Further inspection revealed that numerous other screws were not tight, including the two that hold the cylinder assembly to the side of the locomotive and the truck retaining screw under the tender.
I sent a note to the seller to see if he can check his layout for the missing screw as I'm sure it backed out during operation and he didn't notice, but I'm also planning on acquiring a few extras. Lionel appears to have the universal joint assemblies listed, however you have to buy the whole part (PN 6SP8022056) to get two screws which I don't see listed separately. The other issue is that I don't believe Lionel is currently shipping parts due to their closure. Has anybody else been through this that might know of a better source for just the screws or at the very least, the dimensions? Unfortunately I don't currently have access to my precision measuring tools to figure out what size they are.
Photos showing the location of the screws needed. I believe the previous owner probably lubed it with white lithium grease which is what the residue is all over in the photos. I've since cleaned it off...
This photo shows the location of the missing screw. It passes through the ring and threads into the yoke that's just to the left of it. I've temporarily used a piece of wire to hold it together, however I'd rather have the proper screw back in place.