i have what i call a clicker to click the starter to help align the drive spines , usually , as i posted the Mercury gearboxes go up easy if everything set up right , ok , some need a wiggle but for the most part Mercury and Yamaha are easy , so you have an issue somewhere.
as posted above ,make sure everything is in neutral or it will not slide together ,
check that the crankshaft hole is not full of grease , if it is there is no way the shaft will push up .
make sure that the shift rod is located directly onto the shaft , the rod can miss as you locate the gearbox and drive spline ,hence motor trimmed full up.
there is not much more i can think that will stop the gearbox going home.
once it is up far enough ,the nut and washer toward the front should go onto the stud first and only about 3 or 4 threads , then a slight lift (enough to take the weight ) and push inward toward the power head whilst finger tightening the nut should locate the dowel pins to position "but not home ", when the gearbox is in this position you can start all the other nuts .