Toolheads won't seat fully - small red dot never disappears

What is the photo showing, because that looks OK to me. My U1 is busy at the moment, but I managed to get this shot of parked heads:

If you mean this:

…that isn’t anything to worry about, the red flag would be obvious if the toolhead were fitted incorrectly. The key point is that the round pin is to the left of the thick vertical bar. From Snapmaker’s Quick Start Guide:

My recommendation is to start with a Factory Reset full recalibration, then if it is still troublesome perform the manual adjustment of toolhead coordinates as per Kopf wird mehrfach aufgenommen - #15 by ColdCoffee