The clip isn’t the problem; the problem is that your nozzle isn’t seated properly in the holder. You can clearly see how the edge of the nozzle sticks out much too far and isn’t flush. That’s why you can’t fasten the clip.
You’ll have to take a closer look to see what went wrong during assembly. Either something is bent, a screw was installed incorrectly. Your nozzle is just sitting completely tilted in the holder.
Now the question is why, but can’t tell that from the photos - you’ll have to take a closer look.
Support has also published a helpful summary on this topic: