If shooting 250 grain bullets or heavier use the seating stem with bigger internal diameter.  Wing nut is the locking nut.  The micro adjusts height of seating stem. The wing nut and screw are only for course adjustments and are typically screwed out as far as the screw will go.  I would screw fine adjustment out as far as it will go. Then put a case with no bullet into seating die and run the ram all the way to the top. Then screw seating die in till it stops and back out 2-3 revolutions. If you have proximity issues getting the bullet into the seating die then back out 4 or more revs as needed.   Then try putting a bullet into the case and running the ram up and see if it seats the bullet. Then adjust the bullet seating depth using the micrometer on die (the fine adjustment with all the numbers on it).

The bigger the diameter of the bullet (so if shooting 37XC bullet or 41XC bullet as opposed to 33XC bullet) the farther you’ll have to move the seating die threads out. This is no way reduces the accuracy of the seating die.