I got my new Rhino choke tube yesterday, when I was screwing it in it doesn't seem to screw all the way in. When I look down the barrel I can still see a little bit of a gap. I put my old Jellyhead back in and it seems to have a gap as well but not as large. And when I put the original Remington choke back in it seems to screw all the way down.

Should the Rhino screw all the way down or should I see that gap?

You should not be able to see a gap inside the barrel, somethimes on the outside you may have a few threads left cause they are suppose to seat flush inside the barrel I would get a hold of Rhino, They sent me a Remington choke one time that was marked Browning on the package and marked Remington on the Choke so they can make a mistake.