Thank you all for your inputs.
I do not have any new handles, just a variety of old ones. I do have one new and one old shaft that appear the same (dirver's side was replaced as original was broken off).
I think the set screws are a single piece but I have not removed them to confirm if there are actually 2, one to engage the shaft and one to lock the first in place. Looking into the handles the screws appear to be recessed enough to clear the shaft but I will totally remove whatever is there to confirm that is not the problem and report back.