I seem to remember that a couple of the woodwork schools had problems (along these lines) with a batch of Veritas MK2s a while ago? Can't remember where or exactly when though sorry... If you are able I'd definitely try to send back.
I haven't owned the MK2 honing guide but did have the side clamping guide from veritas. Had the same issues unfortunately. Veritas guides are plagued with this after investigating at the time. Send it back get your money back or try the replacement. I went freehand in the end and stopped worrying about square bevels angles. Hope you sort it !
If you're still in the market for a honing guide id recommend the Richard Kell guide. It also has it's own issues but it holds whatever you're sharpening reasonably well.