Small mirror and flashlight will help you align the hole with the head of the setscrew. That is essential. Best to check that it
is indeed an allen-socket setscrew that you're working with.Then, just having an
"allen wrench" is not good enough. It has to be the exact, correct size allen wrench to fit into the socket in the setscrew. There
are many, many different sizes. Both metric- and inch- sizes. You should have a "set" of each kind if you're going to do this
kind of mechanical disassembly work.
Although there might not be a temp adjustment per se, there could be something loose behind the handle that's letting it
turn without actually turning the valve "stem". I have a very similar shower valve in my house, and the handle keeps
getting loose every few months, and it's not the setscrew - it's something else under the handle. As I recall, last time I messed
with it, it took a long time to find the correct tool to get the handle off.