You need to first reset the drawing axes. Right click on the drawing axis and choose reset from the contextual menu.
Not sure why you have some components in the browser but all groups in the model.
Then resave the groups as components. They will come oriented square to the model when you load them from the Component browser.
When you do this the texture will not be saved because you’ve applied the texture to the groups, not to the faces.
For the mattress you need to make a component and it will still be askew, but easy to orient.
I cannot say why when I did this in your model, the mattress colors were not saved, since they were applied to the faces. It worked when I imported to a new model.
Your file crashed on me. For such a small file, I suspect it is corrupt, and it might be better to copy the good stuff you have into a new file. I don’t think you have to rework every nested component or group, if the main components are oriented as you want. If the head board is oriented correctly to the frame, I’d copy that and “paste in place” into the frame group before you make the group a component.
I only had to put into a new model, and reorient the mattress axes after making it a component. The others got reoriented by making components as above. I used a plugin to move the group materials to the faces inside the group (but you can do that with the bucket tool). The correctly placed items were loaded from the Component Browser.
Oops! I didn’t notice the blocking wasn’t grouped with frame. Copy and paste in place inside the frame group before making the frame group into a component.