[fox46]

If you post a picture of the setup with sizes I could offer some better ideas but here are some options:

-Fast and dirty keyway: Use a dremel to cut a keyway into the shaft, then take a hacksaw, remove the blade, insert into bore, reinstall blade on saw, clamp hub in vice, "cut" keyway into bore with hacksaw. It will take some time and lots of trial fitting before you get it right. Don't force the keyway in but rather keep trimming material until it fits well. Use a set screw to press down on top of the keyway.

-Roll pins: Drill a small hole right through the hub and shaft and hammer in a roll pin AKA spring pin.

-Replace the set screw with a grade 8 bolt sharpened to a point, mill or file a good flat spot on the shaft and have at it with lots of locktite