From the picture it looks like the mag release is screwed on properly.
I have a few 20 round Master Molder Thermold plastic mags and they function fine in 4 ARs. Do they lock in with an open bolt? If so, but not with a closed bolt, you may have to download them to 18 rounds to lock in with a closed bolt.
If you continue to have trouble, at least the Thermolds are only $2.99 apiece! I like mine but only for practice.
The biggest issue with assembling an AR isn't so much getting the parts together right - it's getting the right parts together. You'll remember the quality of a gun long after you forget how much you paid for it.
US Army 1966-69, VFW Life Member, Retired Geek