Not really related, but reminded me of something we did to a coworker who was always a PIA and bragging about not needing an IPB (Illustrated Parts Breakdown) or notes when putting stuff together after he had taken it apart for repairs.
While he went on a break, we added two screws to the box of parts he was using. He then spent the rest of the day taking the controller apart and back together again, trying to figure out where the two other screws went. We were laughing like crazy. Only after he got it together again toward the end of the day did we tell him we tossed those screws in. He wasn't too happy with us, especially the more he complained, the harder we laughed. however, after that, he quit talking about how he never needed notes or an IPB, so it was a win for us.
My point is, I don't ever recall seeing a small screw like that in a stepper unit, so I wonder if maybe the box you put the parts in had the screw laying in it, and you didn't notice it until after you had the stepper together. I'm not even sure that's a Gottlieb screw - I don't recall seeing black screws in Gottlieb EMs.
Good Luck with the repair.