It is very uncommon to have to replace the screw in a Shubb Capo. But if yours has been damaged, we offer replacements.
To remove the screw you will first have to take off its Delrin cap, which is glued on and will likely require some force. Two pairs of pliers, preferably the locking type, would be helpful. You would be wise to also purchase a replacement Delrin cap, as yours could be damaged in the process of removing it.