When I did mine, it was a tricky balancing act of slightly loosening 2 of the little screws then tightening the 3rd, depending on what direction it needed to go. I would be careful not to over tighten any of the screws.
It is possible you have over tightened them? Or perhaps loosened them so that the laser inside it moving?
All 3 little screws need to be finger tight when collimation of the collimator is complete.
