Hi there. I had the same problem and realised the locking ring was slightly damaged. It seemed to hold the female section in the door pillar tight enough, but in reality there was a little bit of movement that meant it kept falling to back in through the pillar when I tried to fit the male section back in.
I ordered a replacement locking ring from Ford's, cost around £5.00, and fitted it around the female section in the door pillar. Was dreading fitting the male section, as was having all sorts of problems with it before, but went in first time like a dream!
Hope you get it sorted, or have already.