What is the voltage rating of the part you need?
You can actually make a small value capacitor yourself by tightly twisting together a pair of 22 gauge insulated wires. One end of the pair is connected instead of the capacitor to the two connections, the other end set is open. Measure the value with a capacitor meter and try again until you hit the right value. Your "gimmick" (as it is called), likely will be less than an inch long if you do it right.
Regards,
Frank Van Alsti ne