I do almost all my general parts shopping with Evilbay, and most of my specific parts (stainless adapters, for example), through online sellers (Swagelok, Clippard, etc.). Just do an Evilbay search for "brass adapter 1/4 1/8 npt" or some variation and you'll come up with plenty of options. Just make sure the description says nothing about "tube", "ISO", "flare" "BSP", or any other type of fitting. It should all be NPT, FNPT, or MNPT. And keep everything 1/8" after the initial adapter if possible.
No, you don't need a 45 degree elbow. A standard 90 degree elbow will just as easily turn from 9 o'clock (if the reg face were a clock) to straight forward, as it will from 7 o'clock to straight forward. Do a search for VTS250 co2 regulator images and you'll see what I mean.
Feel free to PM with specific questions - I've built several rigs with that model.