It really does sound like you are making a difficult solution to a problem that shouldn't exist to begin with. Pinions don't just fly off for no reason.

What motor is this with? What size shaft? Is the shaft keyed? What car is it in? What's the general setup of the vehicle? How are you tightening the current set/grub screws down? You know, important stuff.

What you are trying to do is not impossible, but definitely not easy. If you don't have a carbide stub drill bit you are just going to keep catching an edge and twisting the bit till it breaks (just as you have already done). That type of drill bit is going to cost you at least an order of magnitude more than a new pinion. Then comes the tapping: if you are trying to tap into a hardened pinion you are going to have to run a very large clearance hole through for tapping just to keep the tap from hanging up and breaking. This will leave you with a minimal amount of thread formed in the pinion. This won't be a 75% thread form kind of job, probably between 25-50% which at that point will defeat the purpose of putting in a second screw.

Also, your lack of grasp of the English language and its grammar is astounding, especially for being a graduate of Penn State Engineering. Are they not teaching or grading on that anymore? I thought the place was turning into a joke of a higher learning institution when I graduated from there, and it appears to only have gotten worse!

Cap screw wont work, not unless you counterbalance the pinion.
I wouldn't want to through a heavy cap screw around at 30,000 rpm

This.

Although it is hard to follow exactly what rustlerrad3 is thinking about doing, I assumed that because this was all about putting in a second or third mechanical fastener, there would be at least two cap screws, so if done properly they would balance each other out.

Rustlerrad3, if you really are hellbent or redesigning the wheel, you should look into designing some other means of mechanical retention than just a set screw.

Okay so maybe I am too used to writing in short hand and note taking in a format that isn't the typical writing standard that we are all accustomed too however you are correct my idea was to align them in a fashion so that they are all working together to balance each other I have a design using 3 set screws on a circle or 4 set screws or cap screws which ever I can make work the way I would do 4 is have 2 on the centerline of the circle and 2 .06 off the centerline so as to make the pairs work against each other and hold them tight in place and the design for three set screws is one each quadrant of the circle except for one so as to get three with equal distances between...also I am typically writing from my tablet and have the spelling and grammar turned off so I can write machine programs in g code because it will try auto correcting my code and it's a major pain and I am trying to figure out how I could use the spilt bushing locking system that we use on a boaring bar here with this pinion because that uses 3set screws in an opposing manner just not sure how to key the shaft and pinion because I am wondering if balance between them will be a concern if I attempt to key them together, do you follow what my thought process is now?

I am not trying to be a smart$$$ I just want to make sure you follow my thinking and I also am putting so much thought into this because I want to do my own set up for a5th scale when I build it

How about some punctuation at least? Please separate the sentences. That surely cannot be hard with autocorrect and spell check turned off? Otherwise we are just reading one huge wall-of-text, stream-of-consciousness, run-on sentence. At least make our reading of your ideas not require so much superfluous effort.

I told you how you can drill and tap out a hardened pinion earlier. I even lead you to the tooling and method you will need. Now it's up to you to either accept that millions of other people out there in the world don't have the problem you are encountering for a very specific reason, or you go ahead and create yourself a new design that solves the problem. It can be done, but it won't be easy or cheap.