Yes, and I learned that just turning the needle clamp finger tight might not be enough, the vibrations when sewing can cause it to get loose. I always give the clamp a gentle turn with the screwdriver just to be safe.
Yes, but only while quilting. Pushing the quilt roll through the throat seemed to loosen the screw. I make sure to give it a firm turn with the screwdriver.
I've had it happen on both my Bernina and my Pfaff when using the walking foot. I have since learned that when using that foot to regularly check and make sure that the needle screw is tight!!!