I think you might have a few issues. The original loosening could be damaged threads. Yes, the alloy top nut is the first threaded item to show damage but the steerer threads or the threaded cone/race could also be damaged. This issue was common before the threadless headset came on the market. many attempts to keep the headset as adjusted developed (set screwed top nuts, nylon locking inserts, LockTite). Once a headset is ridden loose for any period the thread damage can happen and things might never stay tight again. Given the current lack of options in threaded headsets (that I know of) I would try low strength LockTite next. The issue of the actual adjustment with the new head set could be a few things. bent steerer, improperly seated cups or crown race, improper bearings or their installation, seals not installed right. I would start with the basics and make sure that all pressed on parts are actually properly seated (ovalized head tube ends can cock a cup), if any one of the bearing surfaces is not flat with the rest your loose/tight results will happen. make sure the bearings are the right ones and installed correctly (not upside down). Try assembling w/out any seals to eliminate their contribution. Take a straight edge to the fork steerer to check for any bends, pay attention to where the threads are as the steerer can stretch/bend at the threads. The reasons that a headset is loose/tight is more often the fork then the head tube, but check the HT with a machinist's square. The square's blade should run parallel to the HT when the body is placed at a few different points around the end face. Andy.