Okay, I finally got a little free time and took a closer look. Unfortunately, I did not take any before pictures, so please take my word for this. Here is a close-up of the shoulder area, complete with a fancy MS Paint red line of how the plastic looked out of the package. You can see where the plastic should be sitting in relation to the back.
There should be virtually no gap between that plastic that holds the arms (and cannon) and the back of the figure. When I initially looked at him I would say there was a 2 or 3 mm gap.
I believe this warping of the plastic is because of the number of clear bands holding the figure together during shipping. I fixed this by using a heat gun and carefully pressing the plastic back into the correct shape. By doing this, when the shoulder is assembled, the front part seats correctly against the front of the figure.
My Blitzwing is now stable and I am happy (mostly because I didn't need to disassemble him or add material.)
You may be able to heat the plastic enough with a hair dryer, but it might take some more time. Overall time for me using a heat gun: ~15 minutes, plus letting the plastic cool before trying to transform him.
I hope this helps those not too keen on disassembly.
Have a fantastic weekend! Happy Mother's Day!!