I'm not sure. It sounds like something may not be quite right.
I did this with a used 1/8th scale car (came with motor, etc.) and I had to do some rebuilding.
When I shimmed the car, I used some brass electric motor shims because they fit INSIDE the race of the bearing and spaced out the shaft enough so that the nut didn't push the bearing any farther than it wanted to go.
If you have any slack on it, it's going to work its way loose, locktite or no.
Does this make sense?
Your shaft and the washer/screw combo needs to sit flush, and not bind on the bearing's inner race. There shouldn't be any slop (maybe .01").
Brass electric motor shims worked perfectly for me, they fit inside the bearing's race. . .
Anyway, tell me if I am sounding like I am insane or something. . .