Thanks a lot for the help and especially the video, Jason; it's much appreciated.
Thanks also, Tim, for your suggestion. It sounds like it would provide a firmer hold between the handle and the adapter sleeve than just set screws on to smooth metal.
I've now tightened the adapter sleeve as tightly as I can following Jason's advice. I'm pleased to say after several tightenings and loosenings of the collet nut, the adapter sleeve is apparently still screwed all the way home and the handle is not wanting to unscrew it when I go to loosen the collet nut. Hopefully things will stay that way.
I found that the thin lock-ring at the base of the threaded section the collet nut screws on to had also worked loose. I'm not sure what the ideal tool is [some sort of thin-section pin spanner, presumably] for tightening this up. The blunt end of a 4mm transfer punch has had to do for now.
I've just discovered something that greatly helps me with tightening and loosening the collet nut: placing a block of wood between the flat edge of the handle and the milling table so that I don't have to hold the handle at all when tightening and loosening.
One last point: the c-spanner for the indexer collet nut is not a standard ER32 spanner because the nut diameter is bigger. If anyone knows whether there is a four pin spanner as well as the standard single pin one I'd be interested to know where to get one; I find four pin spanners way more secure in use than single pin ones.
Edited By Bill Phinn on 27/07/2020 19:57:08