I agree with Dave Monk, do not hesitate to call and ask questions. I must have called them 5 times when I first got my Hegner. I kept breaking blades and was getting frustrated with the saw. They said they were going to work with me until I it was my favorite saw I had ever owned,,, and they did. In my case it was all about learning the tension. Not the saw's fault.
About the "Quik clamp". I bought a second one a while back and the surface on it is much rougher than the original one. Not sure why they did that. I was thinking of mounting it in a drill and running it on some sand paper to smooth it down a little, but I have gotten use to it.
The little foot switch, I was leery of it at first, but now it is my favorite and if I ever have to buy another for my other scroll saw (it is a bigger pedal) I will get one like the one that came with my Hegner.
The blade rubbing is not right and needs to be resolved. I agree, check the the blade and table are 90°. If not get on the phone with Advance Machinery.
Contrats on the new saw... You will be happy, just takes a little getting use to.