A.
Check that and also first you should check to make sure the system has hydraulic oil in it.
B.I seriously doubt there is a set screw on the pump or at the PTO either for that matter. The u-joints use a woodruff key to keep the shafts held together so they rotate a one.
C. Next check the levers/cables that connect to the PTO and pump valve. Make sure they are attached and working freely. Old cables can often be corroded/encrusted.etc to the point of not moving at all. Also be sure the outside casing of any cable properly secured to the surrounding and attaching parts so that the casing doesn't "bow" instead of allowing the inner wire to move.
D. If all that is in good order your problem lies deeper as in the pump or PTO itself.
If you still need help you can e-mail me directly. Good Luck.
