Is the hex screw the only thing that holds the blade in the saw?
Is the hex screw a replacement for one that was original?
--It's the original.
Does the point of the hex head screw protrude far enough to push against the blade?
Is the problem that the vibrations of the saw loosen the hex screw?
If so, might try wraping one wrap of teflon tape around the screw threads.
--The screw is too small to wrap. I'll try some liquid "Tread Lock".