Tajima needle replacement

Hi, I’m fairly new to embroidery. I operate a six head and a 4 head Tajima. I’m am pretty much self taught and ran into an issue on Friday. I was doing an order and on the last run heard a bang, the needle had broken and there was a hole in the garment. I changed the needle but did not see any visible cause of the break. I loosened the screw to change the needle only slightly and the needle clamp and other parts all fell out which leads me to think it was already loose. My problem after putting in the new needle is the pressure foot is not quite at the same level as the others. It worked but barely due to so many thread breaks. It was right at the end of day so I finished the garment on another head and will look at it again tomorrow. I would appreciate any input into why the pressure foot is not level with the rest. I’m wondering if I didn’t get the everything put back in place correctly or the set screw needs to go in a different hole. Thank you for any advice you can give.