I managed to lose a grub-screw today, but in a very odd way.
Making an adjustable alignment tool for assembling my steam-wagon's exhaust components, I had drilled and tapped 3 radial holes in each of two plugs, to be held by grub-screws onto a central bar. I put all the screws in, then for the life of me could not back off one so the plug would slide onto the bar.
I could not understand it, but the holes are relatively deep as the parts are yet to be turned to diameter and taper, on the bar, so it's not easy to see what's what. Nevertheless, I could not find a key to operate that one little grub. I gave up and retreated indoors for tea – not before time as I cannot stand for long on my recently-injured leg.
I did though take the offending item in, for another look.
Indoors I could not find my metric ball-driver set. There are that many tools and machines indoors I am host to not one but two gremlin families.
Sighed , said "Oh… bother!"
Had tea.
Found ball-drivers. The gremlins had put them on the floor under the computer table.
Still no joy …
Then a strange thought… are there two screws in there?
There were indeed, the outer loosely held by friction and slight burring, but free to rotate by key.
I am not sure if it was a grub-screw I'd lost, or an empty hole for a grub-screw.
'
Reading this thread and similar, I wonder if Claudia Hammond has ever covered this aspect of behaviour in her All In The Mind programme?