Hey SD, while I can't help you with the robot head, you might not realize that there are some pegs that help hold the treads in place in jet mode. If you flip out the main part of the feet from the treads (not the heels), you will see two peg holes:
Then there are the pegs on the back of the turret which go into them:
So here is everything lined up without pushing the pegs in the holes:
And then finally pushed in, it should be flush:
It keeps it fairly secure for me.