I used this on my vac build. My DC came with something similar but wider. 20 years later it's still working.
"A hen is only an egg's way of making another egg".
– Samuel Butler
A couple of fixes; buy another clamp (you can buy a roll of bulk worm clamp from places like McMaster Carr), put a cyclone inline before the dust collector so 90% of the dust is out of the air before it gets to the collector, or buy some quality felt bags that really do the job at removing the fine dust instead of those cheap course bags HF sells. You paid for cheap at HF, that's what you got.
I originally ordered a jet dust collector but the order got delayed three times and I was looking at July sometime for the item to be shipped. I could not wait no more so I went ahead and order the only one I can get HF, the review seem to be pretty good though.
I have also ordered the wyne canister filter, will need to look at the cyclone.
You might try to find some thin foam material (like from Hobby Lobby or Michaels) or some thin foam self adhesive weather seal (big box hardware stores). I think that I've seen some seals that are 1" wide by about an eighth. I have the same dust collector but I am running it through a Thien baffle separator so I have a completely different set up. While this sort of leakage may be semi-common, I think that it is undesirable for dust to being diverted around the filter. But the "fix" is pretty simple.
thanks everyone!
As others have said "make-a-clamp" and some 1/4" x 1" self adhesive foam should fix you up. You might even be able to find that style of clamp on Amazon. McMaster is great because they have damned near anything and you can have it in a day, but you pay for that. You could even fashion a self made band from some plumber's strapping (the metal kind) and a draw latch bolted to the strapping.
Adding a ratchet strap from the BORG would probably seal the bag. Plus you probably have one in your truck.