Brian Gaff brought next idea :
I'm surprised technology has not improved on a screw by now, maybe to a screw
pushing a spring plate system as you can find in some terminal blocks. Those
seem firm as there is no real space for the wire to slip round the side, but
then holes are often not round but rectangular.

It has, some accessory manufacturers use exactly what you describe. A
square socket/hole for the cable, with a metal plate tightened down by
a screw. Whether they are better or not, is debatable - they make it
more complex/ more points of potential failure.

What I particularly hate, is the type which uses a soft metal plate,
which deforms. Undoing the screw and pulling the wire out, leaves the
plate still deformed - so it is difficult to reinsert the wire.