Yes the allen head bolts should be all the way in and tight (Make sure there is anti-seize on the threads). To make adjustments to the length of the rods, remove the bolt running through the heim and turn the heim in the sleeve to make the adjustment. I would set them up in a good neutral position where you are not putting any forward or rearward tension on the Lower control arm bushing. Measure and make sure they are the same on each side. Cycle the suspension and check the heims to make sure that they are clocked so there is no binding. You should be able to adjust your caster with the upper control arms.
Edit; In the very last picture you can see that the heim is clocked in the wrong position. It should be more vertical. I would go ahead and install the torsion bars also, so the lower control arms are in the correct position (more forward).
Sorry to hear about the frame rail bolt. Is is stripped or did the nut spin inside of the frame rail?
