Nozzle wont go any closer to the bed

I just replaced the stock nozzle on my printer with an E3D Nozzle X, first and foremost, the nozzle threading is shorter than the stock one, and I felt that would be in issue in itself. I went to manually adjust the extruder in order to accommodate the new nozzle, and for some reason I couldn’t lower it further to an acceptable height in order to get printing; It only goes up. How can I get my extruder closer to the bed in order to do a paper test? Haven’t printed anything yet but strings due to nozzle not being close enough to the bed surface.

Hello,
Have you moved the proximity probe ?

How can I do this? Is that the blue thing at the bottom of the extruder?

This should help.

@Lion is right, if it hasn’t been done yet, first of all leveling again.
I thought it was already done.

Is this any different from the klipper screen?

That is from the stock Marlin screen, so that pic wouldn’t apply to Klipper.

To save myself the time it would take removing parts and loosening the probe… Ill just buy a hardened steel nozzle with the same dimensions as the original. Since Im now aware that nothing on the extruder should sit lower than the nozzle, Its just best I get a nozzle meant for the Sv06 plus.