I don't get it ... if yu have slips on both shafts there shouldn't be any forces that would cause the shaft to walk out. Possibly one of the slips is froze up??? Seems like there is something wrong going on ... I have two set screws on mine liek you say you have on yours and they have never onced walked like you describe after almost two years of flogging it like a red-headed step child. I've never once had to tighten them.