Grub Screw - not from rail bearing so where?

Just getting started with CNC the last few months and all has gone well, except that I found a grub screw laying in my t-track that appears to have fallen out of the OneFinity Elite Foreman’s heavy duty slider or the PwnCNC Spindle. However, I don’t know from where, so hoping someone can help identify.

I reached out to support but they told me “It won’t affect the machine…until it does, and then you’ll know for sure where it goes?” True, but I am hoping to address this before there is an actual issue.

The little grub screw has a slot and measures approximately 2.8 mm. It is too small to be from the rail bearing. I think it is from the right side of the heavy duty slider as there are two holes there and I tested and it would fit - neither hole appears to have a screw on the right side but the left side does have screws. Can someone confirm for me if they have a screw like this on their Z-20? It has a straight slot on the ‘head’ of the screw.

Thanks,