The proper way to zero is to loosen the 4 screws. Then using the tool to match the center shaft (flat blade or allen) turn the center shaft until you have the rifle zeroed. Then , rotate the zero stop clutch clockwise until it stops. Tighten the 4 screws making sure not to allow the center shaft to move. Replace the turret cap, turn to align with zero, and tighten the 2 allen cap screws.
If you are not getting clicks when you turn the center turret shaft with a tool in both directions with the 4 screws loose then something is wrong and I recommend you call Nightforce for advice.
Jeff