In your first picture:

The first piece (largest, black) is the dust cap. That goes on top of the headset, but under the stem spacers.

The second piece (medium) is the actual bearing cartridge. It goes straight into the headtube with the chamfered face down. You've got it correct in your pictures.

The third piece is the split ring aka centering sleeve and yes, it's supposed to have the slit in it. It centers the fork steerer tube in the bearing. Push it down into the middle of the bearing (again, looks like you have it correct in your pictures).

The dust cap goes on top, like you have it, then the stem spacers, then the stem, then the top-cap.

Make sure the bearing at the bottom of the head tube is in place, too.

Once everything is in place and seated properly, MAKE SURE that the top of the fork tube doesn't stick out from the top of the stem/spacer stack. The spacers + stem have to reach slightly above it or else the top-cap can't pull the headset tight. Is that a carbon steerer? Looks like the expander plug is sticking quite far out of the top of the tube, which might be your problem. Be wary of adjusting that yourself if you don't know what you're doing. You could easily damage the fork if you do something wrong.

The expander plug and the top cap tighten similarly, and you do not want to get them mixed up. Sort that out before you tighten anything.