We got tanks from here if you want to check prices http://www.hot-station.jp/index.htm. They have Nitrox and were fine with us keeping tanks overnight if we couldn't make it back to them before they closed.
In terms of dive sites for small animals, yes Tengan Pier is great for nudis, also sometimes juvenile fish (e.g. sweetlips). It had some very pretty fans out in the deeper part as well. It's shallow and a HUGE dive site - easy to do long dives and multiple dives if you like (we did 4 two hour dives there over a few days and would have done more if we hadn't run out of time).
IIRC there were supposed to be some jacks and white tip sharks at Cape Zanpa (saw the jacks, didn't go deep enough to look for the white tips). The hike to that entrance point is grueling however.
For rarer critter sightings you might want to nose around FB to see what locals have seen recently. A couple pages I found helpful were
https://www.facebook.com/groups/115283658525549/ and
Hedonic Experience
and I was very grateful for the detailed dive site info here Dive Sites .
Can't help you on whether regular pygmies (Bargabanti, etc) can be seen from Okinawa shore dives but if you have time to stop in Hachijo-jima (if you're going to be near Tokyo), that's a great spot for the endemic Japanese pygmy which is accessible from shore with a good guide.
is there also macro? how is it compare to the philipines or papua new guinea or palau? or is it diffrent