Just my 2 cents...we have an LE2 and had the same problem with one of our shades. I also thought they were securely fastened until I realized how the metal clips actually held the window casing on. The backs of the window casings have a recessed channel that accept the metal clips and some were loose or did not protrude far enough into the channels. Some clips have fiberglass strips beneath them and some don't. I guess that was a mod Oliver did to get all clips to hold. The trick for us, after ensuring the screws holding the clips were tight, was to add a strip of fiberglass to a clip, if necessary, to make sure the clip would protrude into the channel far enough to lock in. So if one doesn't seem to grab then it probably need a spacer. And if it already has one it's possible it needs a thicker spacer (I've not seen this however). We don't have the problem anymore but we still occasionally check if the screws are tight. And it doesn't take much to strip those screw holes, so don't overtighten. We found that if we lined up all clips on either the top or bottom channel and popped it in then the other side is very easy to pop in. Hope this helps :)
John