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Hi.
Yes eyepieces are designed to be inserted fully so the eyepiece body sits on the top of the focuser - so hopefully the eyepiece is: 1) nice and square, and 2) securely held.
However, everyone has found a situation where an eyepiece may not be inserted fully. 1) 'cause it just won't go in fully - sometimes this happens with various extension tubes, adapters etc. 2) 'cause to do so would damage a filter. I know of 1.25" eyepieces whose barrels are long enough so it would hit a 2" filter in a 2"--> 1.25" adapter. 3) 'cause you just have to to achieve focus - lifting an eyepiece out some distance is sometimes required.
I don't believe the orientation of the locking screw(s) matters - not to any significant degree for observing. But, being consistent is a good idea. I always have mine in the same place, but that is so I can change eyepieces by touch only in the dark - I always know where to find the locking screws.
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