Looking very tidy well done!

Gap between lock nut and pulley:
That is not a problem. The lock nut is used to pre-load the angular contact bearings inside the bearing block by pulling the shoulder of the ballscrew against the bearing on the other side. If there is no axial play and they turn freely then all is well. The pulley is only held onto the shaft with one or 2 grub screws so it can go where ever you need it to align it to the belt. It doesn't need to butt up to the nut to function.

Ballnut/mount hole alignment problem
I've always made my own ballnut holders/plates, but for my current build I bought some of those C shaped ballnut blocks that you have in the picture. However, I've not looked to see if the holes are aligned. Next time I'm in the workshop I'll have a look. Also, all the ballnuts I've bought (various places including Fred) have oil holes so makes me wonder if the ones which don't fit (and don't have oil holes) have been "sourced" elsewhere and not been to the standard. Did Fred have a drawing of the ballnuts on Aliexpress? If you measure your part and it is not per the drawing it is worth saying so. Good luck with it - I've not had to return anything to him so I don't know how good his returns policy is . . .