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Seems it wasn't all user error. Lbs sorted it though. Me n Will ( one of Congleton Cycle Centres excellent grease monkeys) had a look, put the cogs on, and took a couple of goes to get the lock ring to seat, either the freehub or lock ring aren't overly threaded, it feels on initial tightening that it's not biting, and that you're going to possibly cross thread, but placing the wheel flat on the floor and a little downward pressure, on it went. 11-36 11 speed goodness is mine.
The Hg700 is a repurposed Mtb 11 speed cassette that will fit a 10 speed hub back when Shimano first release 11 speed on Mtb hence the offset. It supposed to be used with a spacer on
A 11 speed hub.
But then again I don't have the hubs nor cassette, while you have actually tried to fit it.
Just don't find any reference of any new standards on newer Shimano 11 speed hubs and cassettes.