You probably won't need the caps - is the nature of your business such that having a good reputation could be impacted by Wes or the manager relating their experience?
I might be worried about being known as difficult or demanding as much as any future need for caps
The only thing is--they should be wanting to please YOU. You are the customer, the one who is giving THEM money.
Wes doesn't want to go out of business because he's afraid an EXISTING customer, someone already proven to spend money with him, will do this again, for a rare item?
And as for "going out of business by wasting employees' time filing out paperwork for a $2 order"?
Insert a giant old eyeroll here. The two of them spent enough time telling you "no," that they could have gone out of business!!
I can see two courses I might pursue from here on out.
Next order, I'd call the manager and say, "We want to buy this; we're giving you $125 worth of business. I wanted you to know that we *could* have spent this money with your competitor, but because you were willing to help us with our widget caps, we're giving you the business."
(It would be lecture-y, but I'd be so tempted to then say, "You seemed worried that accommodating us would hurt your business, so I wanted to be sure you realize that the *goodwill* you created by making that exception is coming back to you in the form of continuing orders and incoming revenue.")
Or, the other option is to simply switch over to the other firm--but these guys are SO illogical that I can totally see them saying, "Hmph, never make an exception for anybody again, no matter how good a customer they've been; they'll just be like CakeBeret's company and ditch you after they've taken advantage of you."
You were totally fine to ask for an exception and to escalate. I don't know if you did this or not, but I've been known to say stuff like--"We give you a lot of our business, and we tend to choose you over your competitor. Are you sure you can't make an exception for us, since we are a good customer? And I'll tell you, if you're not willing to help us, we'll probably take more of our business elsewhere."
Or even, "If you don't want to accommodate us, I'll go to your competitor after all. I'd prefer to deal with you, but if you don't regard us as a valuable customer, I'm sure they will."