Misaligned new derailleur?
Definitely something very wrong there.

The derailleur cage appears twisted around a vertical axis (the 'front' of the cage seems to be pointing outwards). A bent derailleur hanger typically rotates the cage around a horizontal axis (kicks the lower jockey wheel inwards). That makes me think the derailleur is bent rather than the derailleur hanger.

Do you have the old derailleur? Install that and see if the cage is parallel with the chainrings by looking down he chain-stay as in your first picture. If the old derailleur cage is parallel, the new derailleur is damaged.