That little cup with the 2 ears that the 2mm nyloc nut sits in... is
that causing the problem?
Push it in using a small stick, or the end of the dogbone. Push it
in whilst turning the diff screw at the same time - it should catch
on pretty quickly.
When I do it, I usually have the screw pointing 'upwards' and
gravity usually drops the eared cup down towards it anyway.
This is all assuming you've got the right bits in the right place.
But you should be ok as there's not too many other bits in the box
that can be substituted...