From the picture it appears the returns might be too deep..is there something under the romans?

Custom shades. They'll be expensive unless you're handy and can sew them yourself.

When you say shades dont fit too big? yet you have light gaps...how do you mean the shades were too big?

@Julie Thome Draperies, Inc., too big for an inside mount.

so yu have outside mounted with in the bay....? you will always have a light gap no matter how well you have measured. Do the headrails abutt each other at the top or is there a gap between each headrail? if so how much of a gap?

Hard to tell from your pic.

They can be trimmed professional to fit ...are they 2" or less to big?

here are some solutions...

Did you purchase these, or were they custom made? It looks to me at a minimum you needed reverse mounted shades. Meaning the fabric wraps around the back of the mounting board. This makes the shade flush against the window. A small flat valance is then applied to the front of the board to hide the guts of the shade.
Requires precise fitting in a bay for the boards as Julie Thome Draperies mentioned.

Yes reverse mounted shades is the right affect and you don't get the sunlight on the sides

The shades fit perfectly width wise .its the brackets at the top that are too deep . If I hold the shades inside the window they fit perfectly without hardware lol.

Can I use the same roman shades I have and just add the reverse mount to what I have there?

Unfortunately, no. Reverse mount shades are fabricated differently to allow them to be reverse mounted.

Is there anyway to cut down the brackets a fraction so they would fit inside the window?

Are you saying the shade itself fits perfectly INSIDE the window frame? I don't understand how they "fit" outside mounted then?
Are the shades mounted on a board? You could skip the bracket and run a screw up through the board into the window frame if they fit INSIDE the frame. This will make your shade longer though, as you are mounting it lower. Does that make sense?

You could go to Lowes and get L brackets smaller than the projection you currently have. fyi--you will most likely still have SOME light gap.