It is called a square head set screw. Given the proper name, now you should be able to find them online. Of course, you need to specify the thread and length and point style.
There should be a pin with an angled end that goes in the hole and bears against the tapered center pin. The taper might be a milled cone to match the conical post under the compound. It prevents marring the post taper and also pulls the compound down tight against the cross slide. I have a 1935 SB 9" "Workshop" sales catalog that shows the square head screws in the cross slide, but other SB 9" lathes locked the compound with a better and more expensive design using a circular T-slot with two T-bolts and nuts.
In the 1947 parts list, the pins are called "Shoes, Base to Swivel Casting" and the part number was 211.
In later SB 9" lathes, the shoes are still used, but they used socket head set screws.
Larry