A slightly late reply, but here we go nonetheless...
I had the same problem with the rear sight on my Shadow. This is what I did to fix it.
If you remove the rear sight, you'll (probably) find a slightly recessed area under the sight, where the tiny set screw had to lock on into. I found that somehow the screw no longer managed to grab hold of the slide. I took a small strip of metal, made sure that it didn't protrude above the recessed area and glued it into same. Then I put back the slide and tightened the set screw again. It looks as if this did the trick, but this is as yet untested; this I will attempt tomorrow, at a match, which kinda sucks...
Good luck!
Cheers,
Frank.