There is one on the outskirts of Alcudia. Take the road to Alcudia along the bay with the sea on your left and at the first roundabout on the outskirts of Alcudia, turn right (signposted to Palma). In about 200m it is on your right down a short road. It is proper builders merchant, but they don't speak a lot of English.
The one called Cushack (spelling is probably wrong but is one on the Pollenca road) were very helpful, friendly and understanding when we were buying materials to refurbish our balconies.