Thanks Rich,
Blue Locktite brand thread locker is what I use. Doesn't take much. Blue prevents loosening but the screws can be removed. The red version requires heat to be used to soften the screws. Nylon insert aircraft nuts should work fine for your Z axis nuts. I could also use set screws with the nylon insert in the threads instead of the plain ones that fell out.
The vinyl skirt works, but the suction from the 1,700 cfm dust collector sucks it inward too much at the end of the pipe. Making a removable magnetic bottom plate works really well. I'll make a second one with a brush material in the near future. The yellow stuff I used on my big machine was pulled out of a push broom.
CarveOne