Hi Dave. I suffer from the tilted horizon, so I try to read all threads on the topic. From what I recall, the set screw fix is for people who see their cameras pointing to the left or to the right.
Your horizon looks like mine at times, but the angle of mine changes as I rotate (yaw) around 360 degrees. It will slowly change from tilted one way, to level, to tilted the other way, to level, etc.
I'll assume that you have already done an IMU calibration on a level surface and then a gimbal calibration.
If yours is constantly at the same slanted angle, you could have a mechanical issue. You may be able to correct for it using the gimbal roll adjustment in the app. The latest version of the app has finally made it so that the setting remains. Before the latest app, people had to enter it over and over again even though it may be the same value. Now it's sticky which is much better. This might work for you like I said if your slant is constant.
Some with a constant slant have even tried to open their gimbals and make a physical adjustment while following a YouTube video. I haven't done this since mine is not mechanical, but if you're brave you could try it.
If your slant varies like mine does as you fly and rotate, well then I don't think there is one single fix that corrects for it. It seems however that most people who don't suffer from the issue are convinced we are not doing correct IMU and gimbal calibrations (cold or otherwise), are not trying mid air calibrating, or that we must have a hardware problem. They also think we can simply use the gimbal roll adjustment and our problems will be solved. Those of us who do suffer with the issue know we have done everything and that it's not hardware. Our horizons may be level for a brief time, but then the slant inevitably returns.
If you stumble across a fix, please share. Good luck sir!