I've had the same issue with my SI before. There's a few things you can do. You could use some gorilla glue on the outside of the LED assembly (which is probably the LED and lens attached to a big nut inside a piece of polycarbonate tube) and let that adhere. You can hot glue it, if you're confident you won't getting any on your LED. Or there is the option of sending it back to them (although that's time and money you could save).
I'm sure you'll hear back from one of the US staff in a bit. They ARE pretty busy with this Obsidian stuff...
Good luck.