Mine had the same problem. I called the company in UK, and was told that the headshell can be rotated. Hold the wand, and don't twist the unipivot. It worked out fine for me. My armwand is the carbon fiber version.
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Thanks for the response.
I have the carbon fiber armwand too. My headshell seems to be very firmly attached to the armwand. How much pressure did you need to use to get it to move? Did you try pulling the headshell off first or did you just try to rotate it? Did you use pliers? I'm afraid that if I grab the headshell and twist hard, that something will break.