I have the Ming Shi clone of that razor and I find the best way to load the blade and get it to line up properly is to rest the blade in the headcap and keep it upside down. Either in your palm or on the counter press the handle into the headcap. This method gets me the most consistent and proper alignment of the blade. Hopefully this works for the real deal as well.
Try placing the cap upside down on a flat surface, place the blade onto it. Then push the razor down onto the cap. I found this helps with blade alignment on the futur.
Recently got a Futur. I like it so far. Found the 1 setting pretty mild. Last shave with it was at 2.5 w/ a DOVO blade. If I may ask, what is the name of that face mister you use?
If you like aggressive razors….this is the one for you. IMHO…I think this razor is best suited for despondent shavers…looking to commit a SELF SACRIFICE.