setscrew

/S EH1 T S K R UW1/
noun
  1. 1

    A screw with threads along the entire length and no head. Typically, set screws have a hex or slot drive recessed in the threaded length; a grub screw or worm screw.

  2. 2

    Any screw used to hold or adjust a setting: frequently a set screw (sense 1), but may also be any other machine screw or thumb screw used for the purpose of setting.

  3. 3

    (NZ) A screw with a head, usually hexagonal, like a bolt but without a shank to allow it to screw into material rather than take a nut; a tap bolt.

Source: https://en.wiktionary.org/wiki/set%20screw, https://en.wiktionary.org/wiki/setscrew