I had this same issue and it is good that you caught it. My sensor pulled out completely during a print and even though Marlin eventually cut if off due to thermal runaway it wasnt fast enough to prevent the heater from continuing to heat up so hot that the teflon in the hot end burnt and clogged my nozzle. I had to buy and reinstall a new hot end assembly. The one I got has a grub screw but it doesnt quite reach far enough to secure the sensor any tips to get it to work?