Just to close the loop for anyone who is interested…
I ended up getting hold of customer support today. The short answer is, yes, remove the spindle and HDZ plate to PARTIALLY remove the linear block to return the oil drain screw/plug to its place and then reassemble. I say PARTIALLY because they say DO NOT let the linear block leave the rail. I was thinking of pulling the 4 cap screws holding it to the plate, sliding it off the rail and returning the screw to its home. BUT you should not remove the block from the rail. So, I slid the plate to the bottom of the rail, loosened the block and moved it up to the top of the rail - still on it - and replaced the screw.
Here’s the fun part. The screw that fell out from the linear block is an M4 as Will said. But, there is more. The stock screws are M4-0.7 x5mm. 0.7 is the pitch of the threads and 5mm is the length of the threaded portion (below the cap). Good news for me is very few places have them - no one around me so I would have had to wait days for shipping. CS thought the 6mm version I could get nearby at the hardware store should have clearance inside the block, so I tried it. It worked.
Anyone following, now you know. CS has a couple .pdf files with the steps and pictures they can send you if you have the problem I did.
Cheers!