You can get a model for nearly everything McMaster-Carr sells from their website.
M4 Hex Head Screw - https://www.mcmaster.com/#91280a140/=15dmpx8
The options to download models are to the right of the drawings.
You shall not use a CAD model to engage in 3D printing or other fabrication of the object depicted in the CAD model for any other purpose. You shall not otherwise redistribute or make available the CAD models (or any design drawings or prototypes that incorporate them) to any third parties, including third parties in the business of selling products similar to the products sold by us.
The thing you linked to describes itself as being generated from a parametric model: http://www.thingiverse.com/apps/customizer/run?thing_id=193647
To generate any different bolt or nut, you will need to identify the correct dimensions for not only the thread (where hints exist in the customiser), but also for the hex head. These are obviously less critical to define than the thread.
Once you have generated a custom model, you can share it and answer your own question.