As Dan says the diff nut holder does look like it's too far out in the outdrive to me, it should be further in towards the main gear, in a similar location to the plastic screw cover you have where you are pictured holding the diff.
As Neil says can you build the diff without the main diff gear, tighten it fully and see if you can push the diff balls between the diff plates. If they slide in and fall out the diff halves are not being pulled together close enough.
I have also had it on a really one off occasion where the diff plates I bought were a smidge thinner than they should have been, meaning you could never get the diff tight enough.
For the sake of a few quid it may be worth while purchasing a new diff screw and plastic nut, just incase the screw is short or the nut carrier isn't allowing the nut to be pulled deep enough into the carrier.
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