What are the special nuts that attach to the 2020 extrusion called? Where can I get more?

Technically, they are "post assembly M3 T nut for 2020 aluminum profile".

There are also pre-assembly nuts that have to be slid into the end of the extrusion. The post extrusion ones are designed to slip into the side of the extrusion. The screws used with these nuts by the HE3D are M3 allen head screws.

You can buy them from Amazon. Or, if you can wait a month for shipping, Aliexpress has lower prices and better selection.