I have a couple solutions, as you didn't really damage what you paid for.

1.) You probably have already done this, but just in case, check to make sure it doesn't already have adhesive underneath a plastic film. It could be done on purpose to cut down on manufacturing cost.

2.) You could probably use adhesive, although I wouldn't reccomend it, as the other two options here are more likely better solutions.

3.) Buy a new tooth guard. You can purchase a pack of 20 for 15 dollars off amazon with adhesive under a sticker.

Doesnt it just slide in place?

I would use a bit of gorilla glue.

Use common sense. Not too much. Its going in your mouth.

For 400 bucks, I could pick up 3 used otto link mouthpieces.

Welcome to the new world of over priced and under developed.

Good Luck