Could be an issue since that screw is long gone. But I did manage to tighten the saddles and test that part. The issues goes on. Besides, it happens on certain strings, not all of them (of the strings that go that saddle). I am starting to thing that I should visit a really experienced repairer. (For the story, I put a fresh new set of Dunlop MM super brights. After setting up the action/intonation I hear that noise on E and B strings. Things are getting intense