Is the laser head supposed to be straight or slightly slanted?

Two ways to make the head straight up an down/plumb with the bed. If you have a small square tool or a plastic triangle. Rest one side of triangle on the laser bed with other side vertical at one side of head. Straighten head so the side is flush with triangle and tighten the head. A small torpedo level will do the same.
The lens held inside the head mechanism may need to be aligned. That procedure has been illustrated in Light Burn.

1. Is the nozzle type and diameter of the nozzle you are using inappropriate? It is recommended that you use a double-layer nozzle when cutting with oxygen, and use a single-layer nozzle when cutting with air or nitrogen. The nozzle diameter is related to the material and thickness you are cutting.
2. Whether the lens is contaminated with dust when you remove the laser head.