I am currently sewing on a 450 and I have the same walking foot. Mine looks exactly like yours except the arm that goes on the needle bar looks black where mine is silver. To be clear...you are putting the fork on so the screw for the needle is in the middle of the 2 forks? I don't understand it could slip off in that case unless there is a defect in the foot. Also, the needle does indeed fall in front of the bar on the foot just as yours does. Try not to get upset, I am sure your dealer will come up with a fix. So sorry.
Here are some pics of how mine looks. Also the box from mine.
Needle in front of hole
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