I have the same problem; I bought a rain shower head with a straight pipe that connects from the wall pipe, however with I put it all together and rain shower head is crooked because of the pipe that stopping screwing on at an awkward position, maybe 20 degrees. What should I do?

P.S. I do not have access to the pipes behind the wall- it's inside a condominium

Are you saying the threads bottomed out before the shower arm was at the correct angle? Have you put 5 or 6 turns of Teflon Tape on the threads and tried again? Since there's not much pressure on the joint It really doesn't have to be tightened like a pressurized joint. Snugging it up so it's tight enough not to twist should be OK.
Good luck, Tom

What pipe are you attaching it too? The angled arm that comes out from the wall that had the original shower head on it? I was trying to understand your post above, please let us know if you attached it to the angled arm that had the shower head on it, or if you took that arm off to the location at the wall.

Does this new rain head come with it's own pipe/arm, or is it just a 'head" itself?