Yes, it’s certainly the grism mounting (mine is slightly different from your description, BTW). I have three Allen keys provided but have so far only used the thinnest – I’m wondering what they are for. It is possible that the thread of the grism holder is vulnerable to cross-threading (I had trouble resetting it: I won’t be touching it again in a hurry).
I did the best I could to put it right and have taken another solar spectrum off the Cumbrian clouds. I found it much harder to get a decent focus this time, though. I’m not sure why that is. Perhaps the grism isn’t quite flat now?
Thanks for the help. As a first real project, I intend to compare the spectrum of Vega as found by my ersatz 100 l/mm filter ring setup and as found by the ALPY.