If the locknut moved, it wasn't locked. It needs a spanner on the coupler, and another on the nut. The two are then wound into each other quite hard. This way, both are pressing against each other and the thread. A loose nut, when the shaft its on rotates, will do its best to not rotate (inertia). This means it has to try to travel along the threaded shaft, which it will do until it finds something to stop it, like the inner end of the shaft outer. It will, at that point, seize solid.
Much the same applies at the other end. The prop has to be firmly held, and the locknut wound into it. Holding the shaft and winding the nut into what it is needed to lock just does not work. Many replacement propellors are sold through this not being fully understood.