Incorrect shower tap handle
Based upon the discussion in comments and the recently added pictures I see no provision to index the handle cap to the brass shaft by any means other than the set screw action of the screw in handle. For this reason I think there may be value to consider adding a deeper V groove to the end of the shaft to better capture the set screw action of the handle.

I see two possible problems with the handle. One is the tendancy for it to work loose when grasping it to change the valve position. The other possibility is that the design of the handle may put a limit on how far it can be screwed into  the cap piece. That could be due to a shouldered step or a length of the threaded section of the handle. Either of these could limit the ability of the V groove ide to work very well. You could work around this by finding a separate Allen head set screw that you would install first into the threaded hole and then install the handle on top in the same threaded hole. It may be necessary to cut off part of the threaded end of the handle as long as too much is not removed.