I vaguely remember the same problem and don't know if the solution is any more than persistence. Also, check the orientation of ET and radiator...and then, finally, what I might have done is moved backwards and started with that fitting...then did the end on the therm...again with lube...I used coolant.
Also, for some reason I'm thinking that you put them on with the clips down until they click...I believe it's made for an easy on, but then the clips hold them. Don't force it if I'm wrong...I'm old...someone will remember.
Debut Radio Show Tues, May 3, 1 p.m. on Hamiltonradio.net The Mechanical Animals
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A recent set--NSFW audio: https://youtu.be/_dcxcZfD6dg
Mangofy your E46!