Mark, No, that is not normal. If you can't pull out the side ones and you can still pull out the front one, it sounds like the pressure isn't even. Is your press a "Floating Platen" type? In other words, does either the upper or lower platen swivel slightly? Most use this type system to compensate for some uneven substrates that you may press.
Tighten down the press until your unable to pull out the front one and see how much it takes. If only a half a turn or so, then it shouldn't make that much difference. After you get it to that point, press an image and if it looks and peels ok, then your good to go.
Next, No, it shouldn't make any difference if you use a heavy pressure when the instructions callls for a medium unless it's something like a "Puff ink transfer". However, it doesn't take that much to adjust from heavy to medium pressure any way. I usually lean toward the heavy setting too. Have a BLESSED day & weekend.
God Bless You
Don