I consulted a nice fellow at the range and he said to just tighten the set screw more. I did and was able to shoot the remainder of the day. No issue. Turned into a great day shooting.
I did NOT loosen anything under the cap. When you pull the turret off, it sure looks like a little pin is supposed to go in there, but I couldn't figure out how it would actually work. seems the set screw is all that holds it on and you need to tighten it enough to divit the brass a slight bit. I'm gunna call nightforce to confirm. Thanks all.