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It's good that you're enjoying your saber so much. Perhaps you wouldn't mind sharing some pictures, as people around here love that kind of thing. Your review plus some pics may help a potential buyer decide on the EW as their saber.
Yeah, the Electrum Wind is an awesome hilt, but definitely one that needs sound, in my opinion. Sometimes, I just walk by mine on its stand, turn it on and then back off just to hear that awesome sound board. (plus, it really is good for it) I have mine set to Episode II.
Keeping that retention screw tight is definitely the key to keeping those shroud pieces in place, though that's harder to do with a heavy grade blade. By the way, you can buy an 8-32 threaded button head screw the same length or cut it down to size, since you don't like the socket head screw. Here in the US, those should be available in your local hardware store.