I lived in Buffalo for almost 5 years right before we moved here. I didn't knit when I lived there, but I did find this website: Local Shops and Artists
This is a page from the website of the "Knitting Guild of Greater Buffalo". It lists knitting stores in the area. Maybe you could call one of them to see if they have what you want or can direct you. I would go with Looped Back, Raveloe Fibers, and Elmwood Yarn Shop
because they are actually in the city. The others are nearby towns.