unRaid 5.x doesn’t come with screen. You can manually install it, but there’s a trick to keeping it after a reboot.
Go to http://packages.slackverse.org and download the following packages: screen / libelf / utempter
You can use wget if you telnet / ssh into unRaid or save it your PC and then copy it to flash/extra on Linux via telnet / ssh the folder will be /boot/extra
Now you can use the installpkg command to install all the txz files. It will stay there after a reboot too.