So far I've not had any problems with my Zephyr needles but have found two that when I tighten them after attaching the cables it just continues to turn. I haven't had the screw in part come out but wonder if it could be a problem down the line.
I agree. You should contact customer service if it's the acrylic tip turning around in the metal socket. If it's the screw that is turning, it can come unscrewed if you don't tighten it enough. I hold the tip section at the base (on the metal part) with a piece of plastic shelf liner to keep it from slipping while I turn the cable part with the little tightening tool. To take them apart, I hold them the same way. Don't hold onto the acrylic tip to do this.