It's hard to provide proof for a negative, but from experience, no, there's no such feature anywhere in the game. Collecting all 100 screws is not meant to be attained by the majority of players and the reward you get for it is purely cosmetic and more of an Easter egg, so the game doesn't assist you in it.
You can use a tool like this map and checklist from Game8 to help you, but if you've already been collecting screws without tracking which ones, then you will unfortunately just need to revisit each area if you want to get them all.