First, do you have any recourse through eBay? If someone sold you an incomplete headset, you shouldn't pay for it.
Do you have a bike co-op in your region? That may be a source for older, rare parts. It may be asking too much to find just one piece. You'll be looking for a complete headset.
I volunteer at a co-op and I spend a bit of time sorting through headsets. I know it's tough for that style of bike. Good luck with it.