A new exhaust, or even mufflers, will affect the fuel mix, and often impact the idle speed slightly - just as you have seen.
Even so, the idle speed screw should still raise and lower the idle speed because it merely opens or closes the butterflies to accomplish the task. You'll want to take a closer look at its attachment point on the throttle linkage. It is possible to back it out too far which allows it to completely disengage from the bracket. It will still turn, but it is not changing the throttle position.
If the adjuster is still connected properly, check all the vacuum lines for possible leaks. Also recheck the TPS setting and TB balance.
Even so, the idle speed screw should still raise and lower the idle speed because it merely opens or closes the butterflies to accomplish the task. You'll want to take a closer look at its attachment point on the throttle linkage. It is possible to back it out too far which allows it to completely disengage from the bracket. It will still turn, but it is not changing the throttle position.
If the adjuster is still connected properly, check all the vacuum lines for possible leaks. Also recheck the TPS setting and TB balance.