Are you prepping the coax properly?
I was doing some quad-shield recently under the influence of the Dunning-Kruger effect, and the connector really didn't want to go. Turns out, with quad-shield, you're supposed to fold back the outer braid, nick the foil layer with a knife and remove it, and then fold back the inner braid. Leave the innermost foil wrapped around the dielectric, and the connector slides on easily.
I wasn't removing the middle foil layer, I was folding it back. No dice, couldn't even force the connector on.