Hi Shridatt, this is Sarah with Kohler Customer Service. I'm sorry to hear the set screw was missing. The screw that should have been included was a metric M4 with a size of .7 x 10. For assistance with your warranty, please call 1-800-4KOHLER. We are happy to send you this part. Thank you for choosing Kohler.
Yes, mount vertically to avoid the paper roll from flying off of the post.