No set screws. It just has little grooves in the housing, and notches on the button. Those twist to hold, but they are super loose now.
Also, I have found that the button no longer switches. Meaning I can hit it and it just pops back up. It never locks down in the off position. Seems you can break one of these?
Need to get another, ordered this with everything from Auberins. Seems no one else has had this issue?