I am glad you got the slide-out pulled in fine. I agree that it was most likely an unused screw left behind during the construction of the rig, as we all have had a few extra screws and such found in strange places. I advise to make sure nothing else foreign is in the area that could cause damage. I have heard of wood and metal shavings laying around from drilled holes, that debris getting into places that later cause damage. Not necessarily on Phoenix Cruisers, but on motor home slide-outs in-general.
We don't have a slide-out. Is there access to the space in between the slide-out and main floor & walls to inspect and clean? That would be the ideal time to make sure everything is assembled properly, screws are properly tightened, and all that. I suppose it wouldn't hurt to check/tighten screws every so many miles. Our rig needed a good going through after around 25,000 miles. Screws get loose from all the road vibrations.