The base plate that sits on the bearings falls off when the arm is extended to its maximum. Is there supposed to be a screw to hold it to the mounting base? Where does it go?
The screw which was used to hold the white horn in place when the servo was received should have been put back in place when the top of the base was attached.
You will need to remove only the 805BB servo to access that part. Note that the screw used is quite specific, so hopefully you kept it.
Step 9: lynxmotion.com/images/html/build40dfit13.htm
“Attach the top with the servo horn screw.”