I replied to Joe's email, but since others might be having the same trouble, here is what I replied!
The biggest factor is getting the Blade Hub to stay on the shaft is to make sure the setscrew tightens onto a flat spot. The motors don't have one normally, but I have ground one into the shaft for you with the Spinner Add-On. Maybe take a look at it and make sure it is a shape that the set screw can grip well. You want it to be flat or even cup-shaped so that the setscrew would have to loosen out for it to be able to come off. If it isn't, you can use a dremel with a cut-off disc to make it better. (A metal file also works.)
Medium strength Loctite (blue) is usually enough to hold a setscrew in place, but it needs at least one day to properly cure. If you put it on just before a fight, it won't do anything.

Lastly, if the setscrew still won't stay in place you could try using a longer one, or if you can't find a longer one you can use two setscrews with one stacked on top of the other. This gives more surface area for the Loctite to hold onto.
Hope that helps!