Re: Brand new replacement windows leak cold air!
These installers stink. New windows should be set square and stay that way plus there should not be any air moving past them period. You have to insulate all the way around inside and caulked on the exterior to do this job correctly. Any Anderson factory Rep will tell you this. Calling Anderson will probably net you a free page from them detailing their installation instructions and you can use this for 'leverage' with the installation outfit.
One thing often missed when doing replacement windows (and this is usually not the installers responsibility) is to insulate under the existing sill. If you have air leakage only from the bottom of the window area this might be where it is coming from! Pull the apron molding from under the interior stool (the 'ledge part') and if you don't see insulation then it needs it. Painters rarely caulk this molding at the bottom since you can't see it which leaves it unsealed as well as uninsulated- a lot of outside air can get through there!
In my area, most replacement window outfits are staffed by yea-hoos that can hardly rake leaves properly, let alone install windows. Sounds like you got the same- especially with them leaving the middle screw out! Unless they are installed properly Anderson will not honor their warranty (which you probably won't need but you should have it anyway) so thus needs to be redone.
Were I you, I'd be getting that page from Anderson ASAP and comparing it to what was done. If it didn't match their work exactly then I'd be
calling the installation company, and if I didn't get their immediate agreement to do a complete re-install just as Anderson recommends I would be calling my lawyer. A letter from him will get action.
This is your home and both you and it deserve to have that investment protected with all work done properly. Never hesitate to ask that improperly done work be rectified- you should get what you're paying for!