Managed a fix for this;
The thru axle was possible to screw in from the opposite/wrong side, but not from the correct side. It was very sensitive to the angle of the axle, and the angle was just not correct when inserting from the correct side.
I tried screwing in the thru axle from the correct side and was finally able to do it by de-creasing the distance/changing the angle. I had the bike laying on its side without the Kickr Core, and was putting half my bodyweight through one foot placed on the bike frame right next to the thru axle insert. This made the frame bend sufficiently for correct angle.
The force put directly on the thru axle while screwing it in was also substantial. Was then able to screw it in place.
Managed to replicate the same procedure with the kickr core place on its side as well (had to remove the kickr core «vertical stabilizer bars» first).