I have the same airbrush...very nice quality. And yes, you need the nozzle (part #4). Without it, the paint will leak and the air will escape in the fastest way possible: out the top cup. It's easy to lose the part when cleaning or assembly because unlike many airbrushes, the Eclipse nozzle just "sits" in there and doesn't screw in.
For the HP-CS, you're using the .35mm nozzle, which is brass with a tapered steel tip (not the .5mm nozzle) and it is quite expensive to replace. You may want to double check your area before throwing down the $25 or so to replace it.
You're looking for the one on top: http://shop.ebay.com/?_nkw=iwata%20eclipse%20nozzle&rvr_id=224731750978
PDF higher-rez diagram: http://www.iwata-medea.com/images/iwata-pdf/Eclipse%20IM.pdf
Action Fleet Unlimited: Star Wars models, customs, toys, techniques, and scale lists (with a few non-SW models thrown in)
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