How should we expect the dichroic holder to stay in the big part?
I see there are two sub parts with magnets for the EmissDichroAssby, each coming from both sides of the holes.
Are we supposed to hold together just purely on magnets or one part is to be glued?

I am wondering whether it is expected that when you remove the dichroic the bottom part also fall.  

The "plug" is glued in, or taped, or whatever.  It's main job is to block light from entering the hole which has to be there since the slot is cut with wire EDM.  It would probably be best to use a glue type/amount such that you could remove the plug piece later, should you need to.  Then the magnets in the plug and in the dichro carriage piece are what hold the carriage piece in.  Really, I wouldn't say it needs these magnets, as I'd guess the carriage wouldn't ever move without them.  You can feel yourself whether it's worth putting them in.