If you are referring to the yoke on the hydro input shaft, there is no set screw there. Only the one that holds the fan from spinning.
The front drive shaft yoke (on the engine crankshaft) should have a set screw over the keyway, and some have a second one 90 degrees from that, and they often have a cross-hole that may align with a hole through the engine shaft, allowing a keeper bolt to be used there.
Upon final assembly, there should be 1/8" space between the hydro yoke end and the face of the charge pump. The reason it is designed this way is for to avoid heat expansion pushing on the hydro shaft. Instead, the yoke can move fore-aft slightly on the shaft.
Only a two-piece drive shaft with a sliding center can be set-screwed on both ends.
The front drive shaft yoke (on the engine crankshaft) should have a set screw over the keyway, and some have a second one 90 degrees from that, and they often have a cross-hole that may align with a hole through the engine shaft, allowing a keeper bolt to be used there.
Upon final assembly, there should be 1/8" space between the hydro yoke end and the face of the charge pump. The reason it is designed this way is for to avoid heat expansion pushing on the hydro shaft. Instead, the yoke can move fore-aft slightly on the shaft.
Only a two-piece drive shaft with a sliding center can be set-screwed on both ends.