I've got a double magazine carrier in kydex that's pretty loose, are there and tricks to tightening it up a little? No it doesn't have a retention screw.
You could try heating it up with a hair dryer, and closing it up a little or just adding a "dimple" to it. A heat gun is faster, but you need to be very careful about over heating. Too much heat, and it will become a high dollar paperweight.
A shooting buddy had the same problem, a little bit of epoxy and some felt fixed it. Just cut the felt 1/8" smaller than the pouch size, then epoxy it to the side closest to your belt. Do not use superglue as it might damage the kydex.