Having problems adjusting brake pads

NoobSquid

I was adjusting my brakes a couple days ago as I noticed the rear brakes were pressing on the wheel a little bit, I think it happened after an accident I had about a week ago, but no way to know for sure. Anyway, I was adjusting the "set screw" (as referred to in this video - https://youtu.be/BJCbjqhzW_Y?t=191 - not sure if that's the right name for it, so please correct me if I'm wrong) when one of them came out. I've been trying to get the screw back in but it just won't. Consequently the brake is now always pressing down on the wheel. This feels like such a small issue, but I've got no idea what to do. Can anyone help? Have I messed the whole thing up?