The opposite end of the gimbal roll motor has a much smaller shaft, that is press fit into the silver colored (sorry, don't know the actual part name) part.
When the OP turns the shaft with pliers, and holds the camera, the shaft is turning in that silver part, and should hold there. I guess yours is slipping.
I'm pretty sure I've read in the many other threads on this issue, that the solution is to get it aligned, the put a tiny amount of super glue on that point (again, the opposite end of the motor from where it's being adjusted)
Edit:
I would try to use the smallest amount of superglue as possible. Don't use the bottle and drip a whole drop on it. I'd use an X-acto knife and just get a droplet so that it gets on one small section of the shaft. You may need to get this apart one day.
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