The bolts on the oilheads, are 'captured', they don't come out of the cover even with the bolts loose, just wondering if the bolt got off to one side, and never made it to the threaded hole it's supposed to go into .
I would loosen up the other three bolts, and then try the problem bolt again .
Unless you cross threaded the bolt into the head, and I think you would have known if you did this, I don't think you have a problem .