a SET screw is actually a locking "device" that prevents a bolt from walking out. SET screws are usually a headless and threaded with an ALLEN ( metric or SAE) driving point. The unit being locked might have a flat spot or a drilled hole where the SET screw makes contact.A set screw is a bolt with the thread going all the way to the hex head.
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A cap screw is a bolt with a recessed hex head to take an Allen Key.
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Therefore a bolt and a screw can be almost the same thing.
Don't sweat it. Or just screw it.
gary