The forward pair of axles need to have their insulation on the right - because these axles collect the negative feed from the left hand rail.  I'll say more about those winged pickups later, but for now the rear bogie is +ve feed, right hand rail, the front bogie pair are -ve feed, left hand rail.

Front bogie pair - insulated axle on the right.  Rear bogie pair - insulated axle on the left.

1st column - Tender body, tender weight, securing screw and spring washer.  No need to worry about these at present.
2nd column - Circuit board showing the underside; Thin insulating layer.  Note how the circuit board fits over the top of the insulation.  I've positioned it so that it appears to need to fold over on its lower edge.
3rd column - everso tiny spring and red plastic insulating 'nut'.
4th column - metal chassis moulding and plastic tender base.  Note the threaded screw hole at the top of the metal moulding.  This secures the front bogies and the draw bar for the loco.  (Front is towards the top of the photo)
5th column - One bogie pair, showing the underneath.  Also shown a single bogie retaining screw.

The red plastic insulating 'nut' is exactly that.  A nut.  It has a thread inside and it is this that secure the screw for the rear bogey.  It is very tiny - the outer diameter is about 3mm and the threaded hole is a tad less than 2mm - so there is little more than 0.5mm of plastic wall for the screw thread.  The screw only screws into the cylindrical part of the red plastic.

So what normally happens with these things is that the repairer often tightens the bogie screw as they would any other screw, and it shears.  Look at the enlarged image (click the thumbnail) - you can see where this piece has sheared, and every A4 or A3 that I have seen has had the same problem.  The broken example in the photo has been 'repaired' - carefully aligning the two parts - with superglue.  Clamped and left to set overnight.  Don't bother - it doesn't work.  It broke as soon as I started turning the screw into it.

The insulation fits over the red plastic nut - note the tab which slides into a slot just behind the red plastic nut. 

The spring is carefully fitted into the hole to rest on top of the bogie securing screw. I fins a sewing pin handy for sliding the screw vertically into position.  There's then no risk of it springing off to be lost forever.

The circuit board fits on top of the spring so that the circular solder track near my thumb at the bottom left of the photo presses down on the top of the spring, making a good electrical contact.  To achieve this, the tag on the end of the circuit board has to be slotted in with the other end raised. Once in place, you can check the location of the spring from the side, and gently press down the other end of the board, securing it into the threaded hole with the dumpy cheese head screw.

Note that three wires are soldered in various places.  Take care when soldering as any large blobs will prevent the circuit board from resting.  The raised screw hole at the left of this photo should come into contact with the circuit board slightly obscured by my thumb - otherwise the left hand rail pickup will not be transferred to the loco.  So any soldering needs to have a smaller profile than that raised screw hole !  If it isn't, either get the soldering iron, melt the solder and draw the iron away, rather than lifting it off - or get the dremel out and grind the solder down - but be careful you are not grinding away the wire.

It is when removing the circuit board that you are most likely to forget about the spring.  Get a felt pen and write on the upper side of the board 'SPRING'.  It might save you hours on your hands and knees.

Its seems to be illogical that these copper contact 'wings' fit on top of the screw head, rather than being held in place underneath it.  But if you try to put it underneath, you find that tightening the screw will clamp the bogie carrier in place, preventing it from turning to go round the bends. 

No, they are supposed to fit over the top as shown in the top photo on the left.

Part of the issue is that most electrical pickups are spring against the wheel or the axle.  These don't.  They are designed to use gravity to simply fall and rest on top of the axle.  The large screw head is a nice snug fit inside the hole of the pickup and the two are always in contact.

Well if you look closely next to the axles, you will see two little pegs sticking up.  These are spaced to allow one of the wings to fit between, but they can also be used to help get the pickup into position. 
Place the copper pickup upright, between the axle and the pegs.  It will stand up by itself, as shown, and the wing that is under the axle will spring into that position.  It isn't a permanent bend.  The copper has a fair amount of spring in it.

Note that I am resting the bogie on top of the white metal chassis moulding so that the other end of the screw has somewhere to go.  It might be easier to use a piece of scrap foam and push the end of the screw into that - that will also hold the bogie in place as your work.

With a small-ish screwdriver in one hand and another screwdriver through the hole of the copper pickup, use the first screwdriver blade to gently press the upper wing towards the other axle.  The idea is to get the copper pickup to form a smooth curve as it bends over.  Push closer to the square part of the pickup at first and move toward the tip as it bends further.  The screwdriver through the hole will help to keep the copper pickup from moving as you bend it over. Eventually, the tip of the wing will just clear the axle and you will be able to press it down far enough to be level with the underneath.  The copper pickup should arc, not crease.

Keeping the screwdriver there to hold it in place, focus on the driver through the hole and using the screw head as a levering point, gently ease the hole over the screw head - keeping an eye on the wing that should now be easing under the axle. 

Make sure that the copper pickup is seated properly all around the screw head and particularly in between the two little pegs.

You will see the problem - the red plastic bit turns, but the fix is simply to glue it into place using either superglue (cyanoacrylate) or epoxy resin.  I'd prefer to use thicker cyanoacrylate so that the glue fills the small gaps to the side.  Whatever you do, do not allow glue to flow into the thread.  As a precaution, grease the screw threads and insert the screw until the glue has set.

The rectangle end of the red plastic insulating nut can fit loosely on top, and the spring inside that.  The insulating layer and circuit board will keep it in place.

I can't go into detail - its a long time since I did this, but the idea is to fill the hole with epoxy, coat the screw threads with grease, and wipe off the excess so that the surface of the threads has a light grease coat.  Insert the scew into the epoxy, and twist it around to make sure that the epoxy flows into the thread grooves.  Let it set, with the screw held securely in position.  Its a lot easier if you can find a longer screw with the same thread so that it pokes out at both ends, and the use of masking tape to prevent epoxy getting onto the model.  Let it set hard.  Note that epoxy will go 'cheesy' in texture just before it goes hard.  This is a good time to cut off any excess with a sharp knife.

When it is properly hard, unscrew the screw from its new thread.  This should be easy if you covered all of the surfaces.

As I said - if you have never done this before, it is worth trying out first so that you are aware of the pitfalls - like too much epoxy; epoxy flowing out of the hole before it sets; too much grease on the thread; not enough grease on the thread; not being able to get a tool onto the screw to remove it.

If all else fails then it should be possible to use a nut and bolt all the way through the assembly, suitably insulated using heat shrink tubing.  You would probably need to clamp the wing shaped pickups and have the wings pressing upwards on the underside of the axles.  You would need to address the issue of the bogie being prevented from turning, and you would need to make alternative arrangements for getting the power from the top end of the bolt onto the circuit board (instead of the spring).

Another possibility is to use the front pair of bogie axles for the positive right rail pickup.  The retaining screw screws directly into the white metal chassis moulding so this would become live.  The circuit board presses onto it, so the wiring on the circuit board would need to be different.  The loco/tender draw bar may make contact and would need to be insulated.  But I reckon that this would be possible, although I have never had to do it.  Every wheel on the left side of the loco provides pickup through the axles from the left side of the track, so loosing another two axles from the tender should not be a problem.