The sensor locates in a slot on the Z-axis lift part. The instructions (step 70) say to fix it in place with two 2.2x9mm small screws. The sensor fits in the slot. The screws aren't long enough to grip the holes at the bottom of the slot, and the width of the screw heads prevents them from moving further into the slot.
A couple of pictures will hopefully show what I mean:


One possible problem is: the screws in my box of screws and bolts are labelled 2.2x8.0mm, not 2.2x9mm. Is that missing mm making all the difference?
EDIT: The 8mm screws are also a little short for going through the M4 nut to fix the Y-axis sensor in place.
Or am I doing something else wrong?
Also: Is the problem I read about with incorrect voltages and/or wire colours for the opto sensors fixed in the v3, or do I also have to worry about that?