I have checked them whenever i pull the wheel off (chain cleaning etc) and not found them to be loose.
How are you doing this?
You are most likely over-torquing one part of the system and under-torquing the other.
I greased both sets of threads, put on both cogs with a whip, tightened both lockrings, rode on both (coasting to a stop so as not to back off the cog) and retightened the lockrings with a lockring tool.
This is incorrect and most likely the cause of your problem. Install once to correct torque and leave it alone. The lockring doesn't need to be crazy tight, it's not actually holding the cog in place. You want it to be able to tighten if the cog loosens. The cog is held in place by torque, this is true even if you are skidding. It's not the lockring, it's the cog being properly torqued.
I can't find the link for left-hand threading jam nuts but this article covers the basics.
http://www.boltscience.com/pages/twonuts.htm