I did not remove the copper plate from the heatsink.

I only put AS5 on the cores and it did well the job for them sticking to it.
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AS5 is a non adhesive thermal compound, it does not have good adhesive properties.
There are 2 diagonally opposite screws to tighten the heatsink, ideally there should be 4, in order to apply adequate pressure and close the thermal gap.
if you are not using glue on the white spots where the heatsink was factory glued, your heatsink might not have good thermal contact with the chip.