I have a pressure washer that sat a while. I have cleaned the cab... Bought a new carb, put a new pressure pump and it will run a while and if you try to use it quits.. It starts right back up fine, you just can't apply any load.. The governor is moving and worked perfectly before..so I think the set screw is right

If the new pump has a heavy spring on the side of it with a bolt protruding as well as a nut,
that is the adjuster for the pump pressure.
 
Loosen (CC) the nut a turn or two which will lighten up the load on the pump engine.  
 
I assume this is a brand new pump, not an older one that might have seized up over time...
 
This should help:
https://www.ultimatewasher.com/articles/pressure-regulator 
 
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