As to primers going everywhere when sizing this is normally caused by to door under the shell plate sticking. It should be closed when you raise the ram and open when it goes to the bottom. When it opens it should dump into the cup. The cotter pin used as a pivot is not all that good. One easy fix is to remove it and put a large safety pin in its place. I have also used a soft steel pin and crimped the ends to keep it from coming out. I then cut off any extra material beyond about 3/16 of an inch. The cotter pin is rather soft and easily bent. This tend to keep the door from moving freely. While it is apart to improve the pin I like to clean it up and finish it off by a quick shot of One Shot case lube. It is a dry lube so it won't attract debris. To check the movement I just raise the ram to the top and check to see if the door will move freely. Even when it is working perfectly occasionally a primer might launch to places unknown. Generally it works well.
I agree tightening the screws for the primer tube too much will cause the shuttle to bind a lot. The Dillon press comes with the large primer tube installed. Also the shuttle is for the large primers. If you are planning to load small primers, you do have to put in the small primer tube and change the shuttle to the proper one. There is an adjustment to set the pin properly.
It might also help to follow the direction that came with the press when setting one up. Correcting the door for the spent primer shot should probably be added to the instructions.