All is not lost yet.
How bad are they intersecting?
On the clamp the slot into the other side is still missing. There is nothing magic about the exact depth or width of the slot, It could be done with a saw if your slitting wheel does not reach that deep.
You can try it out on the Housing you have made to see if it will still clamp up tight without it?
As for the eccentricity of the driven gear once the set screw is tightened, Yes tightening the set screw will push it to one side, ASSUMING all parts are in tolerance and you use the worst case tolerance stack up the added backlash from the worst case would add ~0.002° of backlash, or ~0.00015 of linear travel at the pitch Dia. I personally don;t think I can even measure that repeatably.
Ideally the slits should be angled, The angle needed will be about 7.12°. The angle is not that critical that you need sine blocks, a plastic protractor will be plenty close. Even an eyeball guess and by gosh will be good.