If the shower screen screw does not screw into the valve holder, it is likely that the threads on the holder is stripped.
The valve holder on mine is made of brass, which is a comparatively soft metal. If the shower screen screw was TIGHTENED that could have stripped the threads.
The valve holder will have to be replaced. The challenge is to REMOVE the holder. Almost every machine that I worked on, the holder was STUCK HARD into the boiler.
You have to be VERY VERY careful to NOT round off the notch on the holder, or you may never get the holder out. Remember, brass is softer than steel, and easy to round off. You NEED to use a well fitting tool, and you have to HOLD it IN the notch, or you WILL round off the notch. Been there, done that.
A "tiny" bit of FOOD GRADE penetrant left to soak for a few hours may make it easier to unscrew the holder.