I just went and looked at my '40 and those are self-tapping screws that secure the inner door panel to the cross brace in the door.
There is a space between the panel and the brace, perhaps the reason it seems nothing is behind the hole.

As for replacing the screw, I'd take one from somewhere else (like
behind the seat) and put a phillips back there!
Hope this helps.

Last edited by 40casey; 04/02/2011 9:56 PM.

1940 Chevy 1/2 ton pickup "KC"
A day without sunshine is like, well, ..... dark!