They are 455kHz IF transformers - T1,T2 and T3 on the EPE version are white (2nd IFT), T4 is black (3rd IFT) - My experiments with IFT's for theremins lead me to believe that they are not particularly critical - but I have not built a Jaycar Theremin.
Before getting into Theremins, I had not used an IFT for about 30 years! - So I pulled a few apart to see what made them 'tick'..In general,it seems IFT's take the form of a tapped winding and a seperate single winding.. 1st IFT has a turns ratio in the order of 20:1 (about 150 turns tapped at about 70 turns on the 'primary', and about 8 turns on the 'secondary', with a capacitor of about 100 - 200pf across the primary.. and about 700uH inductance across the 'primary'.
Turns ratio for 2nd IFT seems about 6:1.. with primary being 50 turns + 100 turns, and secondary being about 25 turns.. again, inductance measured across the primary was about 700uH, and a 150pF capacitor across the 'primary'.
It is quite difficult to measure these - the 'secondary' inductance is too low for simple LC bridge to get accurately, so one needs to inject RF etc.. Then the slug has quite a large effect on all sorts of things which an engineer like me, not well versed in inductors and HF, has problems interpreting.
If you cannot find suitable IFT's, send me an email, and I will post a set to you.. no charge - but if you find them of use, you could make some donation to http://www.streetkidsrescue.org/.
The IFT's I have are the ones supplied with the Jaycar kit. My email is on my picture.
Fred.