Why screw is in the Face ID module

As to why there is a screw, screws have two functions in life holding things together and to create electrical bonds. The second one is often lost on people as it's not as straightforward. There are currents of electricity both wanted and unwanted! Shields are often used to control the unwanted creating cleaner space as it's not just wire that carries signals the air does as well (radio) here we call it ElectroMagnetic Interference (EMI)

So here Apple is trying to protect the FaceID of noise from the rest of the phone or externally as well as people sniffing the signals from within.

So are you sure it's not stuck somewhere internally? You really don't want it kicking about.

As to finding a replacement you might find it by searching its part number online of the smaller parts houses or getting it directly from Apple via their new site Apple Self Service Repair here we can dive into your phones repair manual iPhone 15 Pro and jumping down to Views, Parts, and Tools section we can identify which screw is needed to gain its part number from here Screws!

That should get you going Good Luck! 👍🏻