Originally posted by Dexxx is it possible that I've lost some part while unscrewing the big one ?
It looks to me like you damaged the thread in the 'sleeve'.
I believe the image below shows how it should work with the retaining pin (little screw) preventing the knob from coming out and getting lost.
What I think has happened is that as the retaining pin stopped the thread on the knob from from fully clearing the thread in the 'sleeve' and that you have used sufficient force that the steel thread has damaged the aluminium thread in the 'sleeve'.
If you try carefully you 'may' be able to get the thread started which could fix the problem otherwise, the screwdriver slots on the top of the 'sleeve' indicates that perhaps it can be removed and repaired or replaced. I don't know.
Use caution, I'm not taking any responsibility.