FYI in case anyone cares or needs one for their 04 GP:
I found the right cap. I called a few auto parts stores. None of them list a locking cap for 04 GP's. I even called the dealer and they do not show it in their catalog.
I found rockauto.com and they list a locking cap here:
https://www.rockauto.com/dbphp/dbpage/prt/153/10506
I ordered the part, it's on my car and working just fine. BTW it's the same exact cap that was on my 02 Blazer. So this cap must be fairly common.