Looking at one of mine (from a 3-bay hopper) under a 10x loupe, those do not seem to be machine screws. Their threads look more like sheet metal screws, having raised threads, with space between them, on a round shaft rather than V-shaped threads cut into a shaft. Not surprising, since they are intended to be screwed into a hole drilled in plastic without tapping that hole, first.
The threads on mine measure 0.069" outside diameter, which fits into a #1 machine screw clearance hole,
but the thread pitch is more like 48 tpi, which is much coarser than a 1-64 or 1-72 machine screw. Looking at charts for screw sizes, I found that #0 = 0.060" and #1 = 0.073", so the Athearn screws might be metric versions, rather than British. That 0.069" is about 1.75 mm, so I looked here
https://www.metricscrews.us/index.php?main_page=index&cPath=342_347&zenid=l2d3pumo1ikl0ngthh3sloq6f6 for metric "M1.7 tapping screws". Some of those threads look really similar, but none of the screws in that site have the same head type as the Athearn screws. (I don't remember the name for a screw head that has a washer-like ring included in the head, but a truss head would probably work just as well.)
I don't know what they are, but at least I have told you some things that they are not.
I also would be interested in anybody can find the proper specs for these screws. I seriously doubt that Athearn has had special screws made for them to use only in N scale models, so there must be a bulk source for them, somewhere. But, I doubt you are going to find them in an average hardware store.