The tube usually connects into the regulator with a push fit, no clips required.
I would only consider backing off the wire tensioner if I was storing the MIG for a long period of time... ie months, even then I can't see any problems not doing so unless you have it wound down super tight, which it should not be in the first place.
Ok, now I have a new regulator and I'm getting gas to the torch I now have managed to balance form to much as 10 bar and about right 5 bar from the regulator, well it seems better at 5.
Next thing the wire feed, it seems I need a little tension on the spool to stop it from cros nesting up and causing issues.
So I feel I'm getting somewhere, I have filled 6 holes in the car today using copper backing, nothing pretty but when flapped disk'd it looked ok.
Tomorrow is when I start to re-build the car's front quarter, hopefully I'll get that right.