The engine is new, and I could not find debris of the manufacturing process.

Later I found out that the screw can be turned out totally and that it can be removed.
A spring and a plunger and a silicon small thing was in. There was no debris there too.

I did find a comment in this group that with the given symptoms the regulator is turned a 180 degrees, so I tried with the bump backwards.
Now the leaking stops, but engine only fires a few revolutins each time. I assume no fuel enters the engine at all. This was obviously not the solution.