I am almost thinking the slider handle itself comes off the square part that you pull up to adjust the slider..and the screw goes into that hole??I did not get the part that fits into the rail either. It definitely is not necessary as the clamp fits just fine on the rail and it’s only a safety tether in case the other clamps fail for some reason and your cover becomes a sail.
I have attached some more photos of some specific areas that have been asked about.
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