Missing pin in replacement chainring, is it important?
You are correct, the chain guard’s purpose is to keep your trousers clean. I guess in this case it also prevents the chain from getting thrown over the chainring or it fills the gap between chainring and crankarm to prevent the chain from getting stuck there.
You only need the pin or chain guard in case the chain gets thrown over the chainring.
If you adjust the front derailleur properly this shouldn’t happen. I’d just use it the way it is. You could try gluing a piece of foam or wood into the narrow part of the gap (if it’s narrow enough to catch a chain) just to prevent the chain from getting stuck there.
Edit: Regarding your idea to use a screw+nut: The problem with a screw+nut will be that the nut and screw head will collide with the chain. It could even be that the wear marks in your picture were caused by the chain in normal operation if the “valleys” of the chainring were worn deep enough.