You can get 0000 as well, tho HD doesn't appear to have it here.
I was going to recommend ultra fine scotch brite but I see you already found it
This is a weird situation, for once I can readily buy something here in NZ that appears (from what's being said here) not to be readily available at HD or Lowes. This never happens!
You can probably find the 0000 Scotch Brite pads at a West Marine store. They carry more pro grades of abrasives, masking tape, and other finishing supplies than you'll find at HD or Lowes. Their store locator tells me they have one in Mobile.
#0000 steel wool works pretty good, but fibers get everwhere and I have to take a magnet to the body cavities to get them all out. Other than sandpaper, is there a good substitute for #0000 steel wool?
I been doing this for years.
1. Get a small magnet. About 1 " diameter.
2. Wrap masking tape around it.
3 Attach to the wire wool.
Results. Shiny frets and no bits of steel wool on the fretboard or anywhere else.