If you are working from the manual, that shows the order of installation then that's what you have to follow.
You do not need to take any of the window roller mechanism out, and if it is interfering with your lock rods you installed the lock rods incorrectly. Remove and repeat..
I feel your pain, it took me quite a few tries to get it right.
I think the best trick I used when installing mine, was taping the button rod to a wire. Fish the wire through the lock button hole, then use the wire to help support the lock rod set while you get it lined up to screw into place.
Oh, and I found that the ONLY clips that worked were the OE clips.
I broke a couple, and tried using new ones. They just didn't clip solid enough to the rods, and the hole was too big so it made the assembly sloppy.
Spent ages hunting for those dang clips...