Make sure the Z lock is not upside down. The hex opening for the nuts is at the bottom, the round hole and clamp screw are on the top. The longer nut goes on the top against the upper surface/round hole of the Z lock and is clamped by that screw. The entire Z assembly is held up by the clamping friction against the longer nut. The spring and lower nut are free within the Z lock. https://www.vicious1.com/z-nut-lock/.