Amazing, we seem to get bogged down it the subtleties of ancillary issues. His problem isn't the connector screwing into the wire, or that it is angled or not, the 'knob' SHOULD be missing. and he says: It wont fit with the little knob on and way too loose with it off.
Dave’s cap does not "click" on; it sits loose on the top of the plug. As Dave says: I am too loose with the knob removed. Looks like no easy answer coming. Anybody take apart the connector to get at the metal click onto sparkplug internal ring?
As we can see in the correct SAE connection pictures:
1) only a sparkplug with an M4 threaded screw terminal, will attach firmly with the SAE connector. Our sparkplugs come with the wrong cap or knob screwed on the M4 threaded top terminal of the sparkplug and it must be unscrewed to connect properly. But, Dave states that he has the 'knob' removed.
That narrows it down to 1 possibility:
His #1 connector is missing the spring clip and that connector will not grab a good sparkplug m4 screw.
As I think you are saying Dave by: "Anybody take apart the connector to get at the metal click onto sparkplug internal ring?" Clean out the dielectric grease you put in, see if the connector has the "C-clip" like wire spring that grabs the thread on the spark plug as 66 and Blue mentioned or the flat spring in the older cap are intact. You can see both in the Connector pictures. Otherwise buy a new/good-used one.