I'm no expert, but some things that worked for me. For the Y axis gib that slides out: At least one of the setscrews should have a dimple on the back face of the gib it seats into. This setscrew will have a pointed end. If the gib is put in wrong the dimple does not line up with the setscrew, resulting in the gib sliding out.
Regarding adjusting: On each axis, find the tightest point and adjust for a moderately stiff movement there. Otherwise when you get to that point it will be too tight to move.
Finally, if your setscrews and lock nuts are not the highest quality, replace all of them. This was the single best modification to the gibs I made on my 9x20 Jet lathe. (make sure the pointed end of the setscrews mate with the locator holes on each axis. Hope this helps.