how important are capacitor values
for 1 of my projects i need a .004uf cap but the closest i can get is a .0039
this is the same for a 500pf, i can only get a 470 or 560
can i get away with these substitutions or will i have to combine capacitors
That is close enough. Most caps are up to 20% out anyway, It only really matters if you are building precision filters.
In any case, part of the fun of DIY is that you can double or halve caps to see if stuff sounds better!