hi jonomg,
1, yes the jet screw should be a good firm fit.
2, the little plastic thing you found is the needle.
3, the needle sits in the hole above the float (there are 2 holes one has a brass ring in it thats the hole for the needle) it goes in pointy end first.
4, yes the float hooks on with the flat side facing up the needle drops onto the float you will see how it works when it is in.
5, you are not missing anything.
for some reason i cant seem to post the pic at the moment ill have to look at it tonight or email it to you.