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The first picture should be fine, the roller lock, it's an interference fit. Not positive but yes it shouldn't be a perfect fit.

The second picture is mated wrong. Try keeping the z lock the same and mate them to the other whole. The middle pieces touch each other. hard to explain, keep them the same but move the bottom straight up and the top straight down.

That should explain the third picture as well.

This comes up a lot. you can't really do these things in software I get a lot of screenshots telling me I'm wrong. Yet any time someone really prints it it works perfect. I design it then build it and then tweak the fit and build again. Software is bad at tolerance representation, of parts and hardware, and then add on plastic print tolerances and flex.