The store closest to my house has the district manager in there pretty often for some reason. He was helping me find something and mentioned his title, and I asked him about the replacement policy: They will absolutely replace a single tool. They do not replace the set, nor do you need to bring your whole set when warrantying a single tool. Anyone saying this happens is experiencing a store employee that is incorrectly trained, wants to avoid the process of marking down the set that now has a piece missing and the paperwork/process associated with that or the person saying it's their policy is lying to badmouth HF. I think all three of those things have been variously true, but it's
not the policy of HF to require the set.
As far as the singles, you can call
their parts department and order single tools. They ask you to get a part number from the
parts list PDF, but I'd probably ignore its existence and just call and make them look up the damn number. The phone number is (800) 444-3353. I realize having to call somebody (not to mention asking the customer to look up the part number...) is entirely silly - it's my one big gripe with Harbor Freight at the moment. But you can absolutely buy singles, and the prices and shipping are extremely reasonable from what I've heard.