Security Screw Gap?

It should be flush.
Check the screw thread for damage, same for the threaded part of the cage
Check the screw isn't just too long
I can't tell from the picture but I would have expected it to exit on the other side, is it aligned OK?

I'd consider filing the mating surface flat and adding a shake-proof washer regardless, as that's never going to be a stable connection
 
It does not exit the other side easily and I don't want to force it as it could damage the threads. It seems not quite lined up correctly.
 
Yes the screw should be all the way against the locking collar. The screw must be aligned on the other side so that it will go through. If it is not aligned correctly then it will not go all the way in. Try to align it and put it all the way in while it is not on you so that you are sure it is working properly. Most likely the locking collar is threaded as well. When there is a tight fit it helps to prevent the screws from backing out.
If you are still having any issues please contact me at Maturemetalsales@gmail.com
We will be happy to have a look at it for you.
 
It's all good. There was just a bit of resistance and I was afraid of damaging the screw. I just wanted to know it was meant to go all the way in before trying to force it.
 
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