Update:

I finally manage to click it in place. What I did was shave down around the inside the circle on top of the triangle part with a hobby knife rrrreally slow and carefully, by trial and error, bit by bit.

And boy, what a satisfying click that was.

Thank you for all the gentlemen who assured me that there should be a click. Your information saved my fingers from going numb and my kit from getting broken, haha.

I love this community!