Just to be sure, can you generate the ATC subroutines again, save them to a USB, and try the Set Tool 1 Load Tool 1 again? Before doing so make sure to start by setting the spindle as empty and having all your tools in the pockets. Also ensure you are loading then rewinding each time you run each subroutine.
That could be the problem. You may have used the incorrect white wire - a common mistake. The white spindle wire is often tucked deep inside the plastic housing that sticks out the back, and has tape on it. Do not use the white wire with rubber cap that is from the Masso ATC wire harness.
Is it physically failing to load, or just giving a load error screen message, requiring a cycle start to continue? Is it measuring the tool length offset each time using the tool setter?
On load attempts is it spinning CW, lowering to the appropriate depth in the pocket, with the nut engaging the 3 ball bearings, and trying two attempts?
I was going to suggest remeasuring the pocket #1 XY position as this likely is the cause. You will need to generate the subroutines once again. I believe the unloads are more forgiving with respect to misalignment of pocket centres, and may also reinforce our suspicion that it may be a pocket alignment issue. When you are set up again, try to load/unload each pocket individually again. Try not to be discouraged, we have covered - and confirmed - a great deal, all worthwhile in my opinion.