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Having built 4 picades, yes, the buttons don’t always sit down nicely. This is a byproduct of the combination of acrylic and MDF being cut with enough tolerance to fit them at all. I have found a small dab of hot glue down the back of each tab to be the best.
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Contact support@pimoroni.com re the replacement panel. You may have to foot the bill for a replacement picadeX HAT: https://shop.pimoroni.com/products/picade-x-hat
The audio connector is delicate and only requires minimal force to actuate.
(not a Pimoroni employee, merely an enthusiast)