What Calipers

Wow I have bad luck today. I got EVERYTHING put together and ready. I am in the middle of bleeding the brakes and get to the right front side. I finish bleeding it and tighten the bleed screw and it BREAKS OFF! I mean CLEAN OFF nut and everything. And on top of that, the nut and tip part of the bleed screw managed to lodge itself between the rotor and the dust shield and is rattling around in there. SOO now I have to remove the rotor just to get the tip out, AND I need to buy another caliper. If the brake is bleed and the thing is tight, do I need to replace the caliper right away? It doesnt leak from what I can see. Any ideas on this?
Thanks