SewExtreme, To change a needle on my 301, I need to loosen the little thumbscrew further than seems necessary, then wiggle the needle in. It goes further forward than center. When it is deeply seated, tighten the screw. It will pretend to go in toward the center, but I remember losing the needle once or twice last Fall. Hope this works. A stripped screw might be hard to replace.
Q Cowgirl, my National Paveway, badged for Leader, takes those back clamping feet, but I have some. Mine appear to be smaller than the ones in your picture.
Anyone who wants to get rid of some longer needles, let me know. I need Boye 4, size 20x1. They are 1 3/4" long. I haven't tried dropping a 15x1 down yet.