Sara at Heirloom Creations has a video titled
The Mysterious Bernina Screw. She starts out with an ode to the mysterious screw but then goes on to tell where it comes from and how to prevent it happening again.
She explains that many Bernina feet are capable of holding the seam guide. Each of these Bernina feet has its own screw at the top of the seam guide hole. Perhaps one of your feet is missing its screw.