I’ve got a lot of my prototype wires and headers at SparkFun and Adafruit. They both have pages and pages of connectors for the final product.
I have been buying a couple of each of the Mayfly add-ons when I see them in stock so I have them when I need them. I have two mayfly proto boards and will probably just need one. Let me know if you get in a bind.
SparkFun has all kinds of headers since most of their products come minus headers. The soldering was a little intimidating at first. Once you learn to time the heat up of each connection (I just count) they come out pretty good. I have a 10x loupe from my engineering days that I go over them with under a good light for quality control. That has saved me a lot of head scratching.