What is that thing called, where do you buy them when they break?

They are the little threaded plastic clips that go in the square holes on the roof and are for the marker light mounting screws.

I broke a couple of mine while I was messing around sanding up there.

 

Found them. The Mopar J4000141 nut. Expensive little things.

 

I found some very close replacements in the hardware section at Lowes. Good fit and hold the lenses down pretty well.