I was able to tighten that screw without taking the entire assemble apart .
At least that was with the older slightly different version with the brass plate inside.
A quarter inch flat wrench does fit between the z carriage and the plate with the nut on it.
I was able to replace mine with that method once a long time ago.
It may be tricky but you should be able to remove that entire fastener the same way.
I find it odd that they didn’t have a ring with a heated shrink wrap fitting on it. The very next fitting up on the same piece of wire has a heat shrink wrap on it.
The 1/4" wrench I have is 2 mm thick . It was made in Japan so this does make sense