Those look like regular banana plugs, any reason why they are connected like that rather than straight into the sockets?
Kef say you should use the LF sockets for single wire connections, although I can’t see why it should be a problem using the HF if you want to experiment.
Not sure whether there are missing jumper cables between HF and LF posts, but I think your banana plugs should go straight in to the hole that faces you in the middle of each post, not in through the top like that. You may have damaged your cables bending them like that to fit into what are probably holes for bare wire.
The two silver knobs in the middle can presumably be removed for biwiring, which seems a pretty neat solution. As others have said, the plugs should be pushed into the little holes on the ends of the terminals.
On a separate issue, the speakers really should be on stands, and certainly not next to a turntable like that. If stands are impossible, then you could consider putting the deck on a wall shelf if you want to get the best from it.
You can plug in to either set of connectors or whichever one Kef recommends, you then need to close the middle ‘knobs’ by twisting clockwise it appears and this will act as a link. As above plug the connectors in to end of the speaker connector as designed. Also agree you definitely need to get them off that cabinet on to stands. Afaik Kef do a dedicated stand for the R3
The bass response will be all over the place positioned the way they are, the speakers are rear ported so need to be around 400mm or more from the wall and the cabinet will resonate like hell. I appreciate you’re tight on space but it’s time to get creative!!
The links are internal, controlled by the middle Knobs. Kef show non bi-wiring as connected to the LF terminals. Mine came with sponge inserts to tune the rear firing port, perhaps this may help with the positioning. Hope you enjoy them, I love mine.
Whether it affects the sound or not you have one of your cables the wrong way round. In your first picture the arrows point to the speaker, in the second they point away from the speaker.
If you believe in cable directionality you need to have both with the arrows pointing to the speakers.
I’ve not heard your speakers, but I have heard (and owned) speakers where there’s quite a big difference between connecting to the lower terminals and high terminals, so it is worth exploring.