coax cable won’t fit into active cable outlet

Huh ? Can you elaborate please ? Would you post some pics of it please ?

I am having a similar issue: the coax that fit on my old comcast modem will not screw onto the new modem (it fits too lose on the new modem).  I cannot use the cable that came with the new modem, since I only have a coax emerging from the wall and it is not one that can be unscrewed and removed.  Might there be some sort of adapter I can screw onto my cable such that is will fit the new device?

Are you sure the wall outlet is for cable?   It may be be for a common outdoor antenna (found in apartments, etc.).