Ceiling fan - tightening onto downrod; instructions make no sense

I have a Hampton Bay clg fan I'm installing.
I put in a new downrod (longer) and was going to hook up the downrod to the motor. I slipped in the pin and then it said "you must tighen the screws securely", referring to set screws on the collar on the motor unit (into which the downrod slipped).
There begins the problem. There are actually 4 screws on the collar, despite the illustration only showing 2. I will assume the set screws are the HIGHER ones which actually would tighten onto the downrod (the other 2 are lower). Although, interestingly, the illustration seemed to show the screws at 180 degrees while the higher set screws were at 90.
OK, all fine and good. I can assume which to use. HOWEVER - the set screws, which are supposed to be "secure", have *NUTS* on them. Nuts which keep the screws from fastening too tightly onto the downrod! In other words, if the nuts remain, there is PLAY in the connection. The nuts are NOT mentioned in the instructions or diagram.
Should I remove these nuts and tighten the screws onto the downrod? Or are the nuts there for some reason...???
Has anyone had experience with clg fan installation and would know what these nuts might be for?
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Apropos wrote:

The nuts are for "jamming" the set screws to prevent them from unscrewing due to vibration. Run the nuts as far to the head of the set screw as you can, tighten the screws in the collar against the downrod, then (while preventing the setscrew from turning) rotate the nut down to the collar until it stops, give it a quarter to half turn to "jam" the threads in the collar. HTH
--
Grandpa

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I seem to recall a ceiling fan that I installed a while back with four set screws. I can't remember what they were all for. One possibility is that they may be used for an alternative mount. Instead of using the downrod the fan may be able to convert to a flush mount and the cover may be secured using the four screws. Another possibility is that there is a cover that slips over this part of the fan and two of the screws are used to secure that in place. Check the instructions and look at the photo on the box.
Most of the time only two set screws are used to lock the downrod in place. There are usually two small holes in the downrod where the tips of the set screws would screw into. If you don't see the holes or if they don't line up, you may have the downrod in upside down.
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If the lock nuts on the set screws prevent you from tightening the screws against the rod, I would question if you have the correct diameter down rod. They are not all the same

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