AG - yes, they are supposed to be together; as I mentioned above, I bought this used and the lock nut was already loosened, so I want to lock that end again.
HR - that's been my past experience as well. Unfortunately, on this one, the hole in the dustcap (#5 in the Shimano PDF) is big enough for the axle, but smaller than the diameter of the spacers/washers on either side of it (#4 and #7), so it can't be moved along the axle to give more clearance for the cone wrench on the cone flat.
Thanks again for your comments.