The issue it might be the washer in my opinion. Do you have a washer lock between the two nuts? It is OLD? that keeps all in place, never ever had problems like that ever.

The other factor is that people think that the adjustable nut it tights and is gets in place tightening it. It must be done just the opposite way un tightening it.

Get the headset a little bit tight, tight the locknut and untight the adjustable nut (the bottom one). That should do it.

ps: u need two wrenches or soemthing big to grab the upper nut really good while working in the bottom one.