do you know of a YT video or something showing the installation process on this?I did a full LED swap last weekend and had no issues. Just make sure your bulbs are seated fully and the dust cap should screw back on with no problem. I believe they have a fancy quarter turn threading.
My best guess is that your LED's have large fans and are not allowing the dust cap to grab its threads. If it helps, I used TINSINCE H11, 6000k, 8400 lumen bulbs from Amazon and they fit perfectly. I saw that those were recommended in another thread. I am impressed with their light output and construction quality.
This is the video I watched for the replacement of most of the bulbs. I've linked the video time stamp where it shows the lowbeam swap. It's not super great but will give you the general idea of what you are doing.do you know of a YT video or something showing the installation process on this?