Hi abonnet!
You will find the grub screw at the rear diff and at the front diff. It's a 5mm screw that sits on the drive cup at the rear and on the Universal Joint Ball at the front.
Check this 2 addresses and you will see a screw. It is more like a "set screw" you can't miss them on the pics.
Loctite them and you will never have problem with them again.

[link]http://www.cenracing.com/cars/genesis/parts/gs093.jpg[/link]
[link]http://www.cenracing.com/cars/genesis/parts/gs043.jpg[/link]

Hope this helps