It's likely that however tight the nut is there will be relative movement of the coupling on the splines.
As has been mentioned previously, the coupling should be a VERY tight fit on the splines, requiring significant effort to join the two parts. If it just slips on then it's too loose. There must not be any scope for movement at all. How to fix the nut is another issue, but my feeling is that loctite and a plain washer is the way to go.
