i know this sounds silly but...

I need a bolt that holds my cap on my wheels. They are 18" KMC alfs. I have tried KMC, Home Depot, Copperstate nut, and bolt. Lowes. Ace hardware just to name a few. The thread is 8x1.25 The head is round and bevelled towards the threads. Any idea where I could get four of these?

sounds like you have a machine screw with a rounded head, try fastenal, and do a search online for nut and bolt dealers, also try midwest fastener

have you tried any auto parts store ie autozone or napa. you could also try these to see if they have what you need. I used to work at napa and they had a good bolt selection and if they dont have it im sure they can get it

I would start with McMaster.com they have the largest fastener supply that I have ever found and you can see most of them online.