If I am not mistaken you mean the countersunk screw that sits in the mounting plate on top of the gear (attached, circled red).
This screw is not designed to screw into the servo, It only provides support and prevents the gears from spreading apart. You mount the small M2-M3 screw of the servo wheel through the bearing, and then you mount the plate on top of this. The 16mm screw is only attached to the plate, and fits through the bearing bore to provide additional support.
If you have any more questions feel free to ask.
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