I don't know if you ladies have Sally's, but at Sally's they don't keep them near the regular hair pins. It's really weird. They are always on the other side of the store no matter where I go. They sell them as a set w/a comb, but under that package, you can usually find the regular set. Maybe that's why you couldn't locate them. Even when I ask the clerks they'll say we don't have them and they'll be in the circular as a sale item!
You can find them at Rays on 8th Avenue. I think the cross street is 46th. They have the same pins but the brand name is "Sta Saf", if I'm not mistaken. Any Sally's should have them too. If you live in the Bronx, you might have one nearby.