The Allen screw is a thrust play adjustment for the armature. When power is applied, the reaction torque between the worm gear cut into the armature shaft and the worm wheel down in the truck causes the armature to want to rise up. That Allen screw prevents excess movement. There should be almost no play. Tighten the screw down gently, and then back off a half-turn.
IMO that isn't the problem, unless BOTH of your power trucks had excess thrust play in the armature. I also can't imagine that both were wired wrong (unless you put the old white nylon brushplate with its existing wiring on top of the new truck assembly.)
I have no experience with a PowerMax transformer, but these older locos are current hogs. I bet either power block would run just fine with a 1033 or a more powerful transformer.
