That's what it looks like to me as well. However, this might be a new design - Compare carefully to this picture, and you'll see that those headers are offset (and therefore have black plastic bits on the male headers), while yours appears to use stackable headers, which never have black plastic bits on the pins, because then you couldn't put them through the holes!
Try moving it just a little to the side, so the shield PCB rests on the female headers (as if you could push it all the way down).
If you've got less than the pitch of the connectors between the bottom of the male pins and the Arduino PCB (or the male pins are touching the PCB) then the pins are too long, your female headers are too short, or you need the black plastic bits for spacers. In this case, I'd probably just cut 4 pins off of a male header strip, pull the black plastic bits off, and then push them onto the corner pins on your XBee. You could also carefully trim the pins to be a little shorter, or you could get back in touch with Marcus for a replacement which matches the picture.
If you've still got 0.1" between the bottoms of the pins on the XBee and your Arduino PCB, then you're either not pushing hard enough or you've got a piece of something (probably a broken wire) stuck in the bottom of one of your female headers. In this case, you need to replace the plugged header on your Arduino.
Does this answer your question?
(1) Noe enough information provided.
(2) Too much happening. Probably.
(3) If "I am not able to repeat the same for the other module." means, "ever in amy circumstancve when operated in the manner which allows the other one to work", then if the two are identical parts with identical configurations then one is, by definition (more or less) broken. Or both are. Otherwise,
(4) Xbee shield is probably not broken.
Re 20 second issue:
If this happens with bad Xbee only then work that out first.
If it happens with "good" xbee then somewhere there will be a boundary. You need to find it.
Do the absolutely minimum necessary to get interaction with the shield that you can detect (LED on or supply present or some signal occurring.
THEN STOP.Let it sit. Does it "die" after or 30 seconds or one minute or more?
If not, work up in complexity from there.
If it does stop as before, work down in complexity and find what XBee directed activity (even with Xbee not being accessed) removes "stopping"
Best Answer
Check the XBEE datasheet for the meaning of 'Association'.
As I read it, it indicates if a Coordinator had teamed up with an End Device or Router or not, and whether they can communicate or not.
At page 17 there is a chapter on Association. Search for
Associate LED
in that document....
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