I would´t power on the iMac before the screw were found and removed.
You might experience your fans going wild, as long as the temp cable isn´t connected to anything.
At least that was happening with the 2009 iMac when replacing the HDD with SSD.
I cannot find it anywhere I have tipped the iMac upside down i even went as far as shaking it, i checked behind the logic board , i have a feeling when i pulled it out it fell out of my tweezers i am hoping it hit the fan on the way down & bounced off the fan & out of the iMac
my 2011 has 2 data connections I AM keeping my 1tb hdd I am going to boot the SSD 256 840 PRO & just erase the 1TB for extra stooge..
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I found the screw here i am looking everywhere in the iMac, it was actually sitting in the fan on my desk, i picked up the fan & it feel out, what a relief.
on with the closing up of the iMac
thanx...