This is common problem.
The FSP060-DBAE1-1 has a DC plug for outer diameter 5.5mm and a 2.5mm center barrel (5.5/2.5).
But the DC plug converter included in the LaMaker HiKey is converting from 5.5/2.1 to 4.75/1.7 EIAJ-3 plug.
Your 5.5/2.5 fits into 5.5/2.1 jack but it will have week connection on the center pin and it will behave unstable.
Please use the AC adapter which has 5.5/2.1 DC plug.
Or you may able to solder the 5.5/2.1 DC plug on your AC adapter, and please be careful the 12V should be connect to center pin and not outer. Other wise the HiKye will burn.
This AC adapter has 5.5/2.1 DC plug.
More details are described here too.