Can you see the solar spectrum visually when the core module (without the camera objective lens) is held up to your eye and pointed at the sky? This will check that all is right with the spectrograph itself (slit/collimator/grism) If that is ok then with the objective lens in place you should then be able to focus the spectrum in the camera. Camera back focus is limited with the ALPY. Is the camera directly coupled to the spectrograph without an additional adapters ?
When you say you say you are moving the camera focus in and out, are you adjusting focus using the threaded tube and locking ring on the spectrograph body ?
A compact fluorescent lamp can help getting rough focus with the camera as the emission lines are more obvious than lines in the solar spectrum
Cheers
Robin