Okay. So your post 2h ago was spot on. You’re right about everything you wrote. The threaded piece above the knurled ring will fit up through the mounting plate hole and the top piece with the mirror screws on like a nut.
You align the hole to face the mirror on the left side (Y axis gantry). Then slip the nozzle section on & tighten the screw. That lets you get the air hose where you want it for routing.
When you align it you twist the whole head to get the head’s mirror lined up correctly.
Since you’ve built a bigger one you know about possibly needing to shim the mounting plate screws so you get the beam going into the head mirror parallel to the tube and perpendicular to the Y-axis so it comes out the center of the nozzle. If they’re misaligned the beam can hit the nozzle and not your material.