What am I missing! When I turn the shell plate the center bolt loosens. I have looked for a set screw... am I overlooking it?

No set screw for the center bolt, are you tightening it with a wrench? I always switch to a full length "L" style allen wrench (I cut down one so that I could spin it under the powder feed inside the frame) to do the final tightening of the center bolt. I've never had this problem with my press so I'm not really sure what is happening to you. The bolt doesn't actually tighten to the shell plate, or at least it shouldn't be tightening to the shell plate, it should be tightening to the frame underneath.

Fixed! I had taken the primer feed apart a few days ago, I didn't re-install it properly. It was up on one end, causing the shell plate to drag... this was keeping the bolt from being tightened completely, hence, the loosening.
Thanks for your input.