You might find one of the ends is reversed. Use a flat screwdriver to take off the link, turn the link and click it back on.
Don't try to hold the carriage and especially don't do the following as it will most likely destroy your machine, instead wait until after you have homes you CNC in the end let the motors hold the rods firm while you twist.
Instead of grabbing the carriage, you can also manually spin the lead screw until the carriage has reached its right-most position. In this position the carriage can't move once you start tightening the Tensioner Nut.