Assembling AE10637-ND

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Please advise on exact sequence to assemble these four parts, including direction of inserting the plastic contact part once the leads are soldered to it. When I tried it with the small black lead separator/cover, it won’t fit into the metal sleeve; and if I take the black lead cover off, it goes in further, but not completely–as I understand the assembly. The data sheet is, unfortunately, not much help.

Thank you!

Stefan