Aside from obvious... ensure you are turning locking bars as mirror image to each other for engaging. If using tool-kit tool I suggest trying instead w/ a real 5mm nut driver or socket w/ extension. Also make sure your locking bar ends or tool are not stripped.
Sure, airflow at speed should keep unit it place but what happens when you brake hard suddenly
Once you examine the bottom of headlight it'll make more sense how the locking bar engages and retains them in the fender.
Good luck
