I have a spare headlight I got off the shelf and took some pics. It does appear that the adjustment shaft (with threads) must have a ball end on it. It appears that it slips inside the white piece of plastic in the pic.

I would try, as suggested to turn the **** in as far as it will go. But first try to get a mirror in there and see what is going on. Before you wind it in, you may want to be sure the ball end is lined up in the plastic proplerly or you may break it.