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What type of cylinder cam does it have, single or double sided, or none at all? If it has a cam is that in proper alignment against the cylinder and the cam screws correctly tightened?
I'm aware this diagram and parts explosion is of a MKVI, but the cylinders were retained similarly, hope it helps.
The lever on the left side of the gun must be and stay in its down position.
I think that the lever should point to about the 5 oclock position.
If the lever is up then the cylinder will shoot out and off its bushing.
Really a picture to show what the lever looks like on your gun would have helped.
But they must be in the down position to retain the cylinder on the bushing. try holding it down as you open the action.
Some times they get put on wrong to and then they flip up when they should stay down when the action opens.
Look at pictures of other WGs so you can see the correct position of that lever.