I'll try my best to keep this on topic, but here's my suggestions regarding the OP's questions. I know very little about Lee progressives so I won't knock them. I will say that I load on a Dillon and though they may be considerably more expensive initially, their reliability, ease of use and Dillon's customer support really make the investment worthwhile, something to consider if you haven't already purchased a press.
As for finding components locally, SEC has great prices on powder and primers but you have to act fast because they do sell out quickly. I used to buy a bunch of stuff from WGS, they usually had components that others didn't, however I haven't been there since SEC started bringing in the Viht stuff.
Sounds like you're going to be loading .40, as was asked above, is this for a Glock? If not, and your barrel allows it, you might want to consider loading lead instead of jacketed. Yes it's messier and the lube smokes a lot depending on the powder you choose, but it is a lot cheaper and can be a lot easier to come by during this shortage. MG makes some great bullets, but they have gone up in price considerably lately, and catching their website instock involves some patience and a lot of luck.
Case gauges are a great idea to ensure your finished cartridges fit your chamber, but I'd definitely pull the barrel from the pistol the rounds are going to be shot from and drop check dummy rounds in that first. Then be sure that the case gauge is tighter than the chamber/ barrel. That way you'll know if they pass case gauge, they will chamber reliably in your pistol. Most pistol case gauges don't check OAL, you need to measure that with calipers so if you are close to your max OAL, your rounds may case gauge, but may be just a hair to long to chamber reliably in your pistol. This can end up being a major headache to troubleshoot.
One last thing, you may want to consider the EGW U-die. It's made by Lee to size further down on the case. This helps to remove the infamous "Glock bulge". Ever notice how many Glocks in .40 are shot at the range? You are bound to get a few of those cases with yours even if you're not shooting a Glock and the U-die will generally remove the bulge during re-sizing. Another benefit is that the U-die minimizes the chance of having to deal with setback issues, (something you definitely want to avoid with .40). If you are going to be buying once-fired brass, look for stuff that has been roll-sized (also referred to as "Case-Proed") which also removes the bulge.
There a lot more but most has already been touched on above. Good luck and stay safe.