First of all it is not normal for the screw to be coming out the other end of the bone. If it is and it s covered by tissue, then that very well is the cause of your pain.
It does not sound right.
How long ago did you have your surgery?
It sounds like that if your present spine surgeon is ignoring this issue and will not tell you the truth, you will have to try and seek out a second opinion with another spine surgeon.
It may be difficult if you have just recently had surgery, but it sounds like you will not have any choice.
Be sure to get copies of all your medical records with your spine surgeon as well as all the MRI's, xrays etc. and the operative notes and post op recovery as well.
Good luck
Fran