No, but I have see one. The female head shell connector is mounted in a cylinder that slides into the square cross section of the offset portion of the arm. I can not believe it would not rotate unless it was keyed in some way in which case it will not budge. You can actually remove those screws entirely as long as you have the eye site and dexterity to get them back in. What was put together can always be taken apart:) Just be methodical and careful.
If it is all locked in and you can't get the right azimuth there is one more solution. On the male (head shell) side of the connector there is a pin that indexes a slot in the female side. You wrap the male side tightly with one layer of masking tape so that the pin sticks through. Then you take a jeweler's file and file the side of the pin you want to twist the headshell to.
It does not take much. The contacts inside are large enough you would really have to tilt the headshell at least 10 degrees before they lose contact. This is way more than you would ever need to correct azimuth. The downside of this is you will have to re adjust azimuth every time you remove the headshell. On the other hand there is usually some slop in these connectors anyway.
