@Aleks63, boy, either your picture is taken in a way that makes the cantilever/stylus looked like it's really off or it is really off.....would it be possible for you to take another picture and try to get as square with the front of the cartridge as you can, and the focus is really off as well so it's difficult to really see what is going on. However, the reflection of the front of the cartridge appears to be at an angle, which is not what you want, but instead you are trying to have the reflection parallel with the actual cartridge. Try this: put your camera in "macro" mode if you can to improve clarity. If you're using a phone camera, try to tap the screen right where the cantilever is which should tell the phone that this is where you want to focus. Then post that picture.
If indeed the cartridge is cocked like it appears to be in your photo, and your headshell/arm has no azimuth adjustment available, then the only way to get it more straight is to shim it a bit, which is not an exact methodology but likely will be better than what you have going on. To do so, loosen the cartridge screws slightly so that you can slide a small, rectangular shim under the LEFT side of the top of the cartridge, between it and the headshell, as we're looking at the cartridge from the front. Then, making sure you have the correct overhang and zenith and tighten the screws again. So, the shim can be cut from a piece of card stock, or if you need more height, an old credit card will do as well. I'd start with a piece about 1/8" wide and 1/2" long. Slide that shim as close to the left screw as you can so that it lowers just that left side of the cartridge a bit, which should cause the cartridge to be more parallel with the surface of the record, hence the stylus will track at more of a 90deg. angle looking at it from the front in relation to the surface of the record (and the groove).
OK, good luck and let us know how it goes......it sure does look like that cartridge is tweaked in a clockwise direction, so this might make things a whole lot better. However, I suspect that there is a whole, nuther problem with the "burning smell" thing......I would not think that changing the azimuth will correct that situation. You may have other issues with your equipment that have not yet revealed themselves.
PS - Do both of your headshells exhibit the same "cock" to the right? I.e., clockwise? What I can see from the picture you have posted is that the headshell and the cartridge seem to be parallel......it just appears that the whole headshell is off a bit.