The scope mount screws are 8-36 and made of hardened steel. That is a UNF (unified thread FINE) standard size, not UNC (Unified thread COARSE), which is what most hardware stores sell. It is finer so that recoil doesn't loosen them as easily.
4 mm screws have a 0.7 mm pitch standard, which is 36.3 turns per inch, and is why that 4 mm screw seemed to turn in OK. It will be compressing the receiver threads a little. The 4 mm screw is a little narrower. The tables in my copy of Machinery's Handbook suggest a minimum dimension 4 mm screw in a maximum dimension 8-36 female thread will engage about 1/3 less thread than the right screw does, so it will be a weaker attachment and pulling on the receiver threads harder. Also, the 4 mm screw may not have the same heat treatment as the right scope screws, so it also risks breaking off in the holes. I would not be trusting it, personally, and would get the right screws.
If you call CVA, they might send you some of the right ones. 770-449-4687.