I think this is very simple – in the first photo I can clearly see you aren’t clamping the filament quite right – you want about 10 pounds of force squeezing the hell out of that filament – maye 30 pounds. Anyway the black plastic is a material called “delrin”. There is a loose finger shaped delrin piece. pull it so it is pointing straight up then pull hard enough to slide it up that wooden slot there (if it won’t slide then loosen that nut a turn). In the photo it’s mostly near the top of the slot but not quite.
Then with your other hand squeeze the feeder shut – it should take a lot of force – there is a curved spot for one finger or thumb on the far side of the bowden, then the other fingers/thumb squeeze the black delrin part connected to the feeder closed, then finally that piece you are holding up with the other hand slides down and locks it all in place.
the forces are impressively strong. Typical UMO can push that filament with about 10 pounds force – that’s similar to the weight of the entire printer.