Parts such as finger pieces and thumb pieces can be made with simple hand tools. Although they don't look right, some adjusting mechanisms can be replaced with simple machine screws. You would be surprised, tools for knurling are still available. If you are lucky, you can ally with a local key collector or radio collector that has machine tools. This ally can sometimes be enticed to help you if you lay a key or antique radio on him for services rendered.
Experienced collectors keep a shelf of junk keys to replenish parts missing from new acquisitions.
However, experienced collectors are always short of several items. The thumb piece from bugs is the first part to go. It is the most fragile piece and is located such that it the most vulnerable part on the bug. On other instruments the most common missing parts are springs and binding post nuts. It is possible to make springs out of piano wire.