Here's a video showing the problem. http://viewfactor.net/downloads/bad_cable_connector.wmv
I used an Impero to simulate the red 4 pin connectors but its easy enough to see them on the camera, they are on the back and are labeled "AUX 12V". I had to sand down the pin on the connector to show you this demo, typically this problem happens very infrequently where the connectors can be plugged in the wrong way...
Hang on - the video simulates a problem with a worn external key on the plug or a worn socket, but from Stuart's description the problem is not that, it's that the plug sleeve with the red dot gets rotated 180 degrees relative to the insides of the plug and the pins, hence why it's only a problem with Lemos with even number pins.
The insides have an internal key which normally stops the sleeve rotating relative to the insides, but not using a wrench to hold the main body static while overtightening the collet nut can force the internal key round.
Both possibilities exist, but which is Stuart and Red talking about? Video from Red please!