No set screw. It’s supposed to be a detent ball. It should clip into the bolt body. Search for “primary extraction” issues and see if that helps you at all. Also look at the bolt head, possibly the action screw is proud and making contact. Should see marks if that is the case. A feeler gauge(s) between the rear baffle and receiver will let you know if you have primary extraction issues.

edit. You might also take the bolt apart and inspect the cocking piece and ramp. Make sure there isn’t any gunk hiding inside.