Check you can thread the screw into nut holder and it tightens as it should, chances are the nut is spinning inside the plastic holder under load, even if the threads look fine.
Have you bought the car second hand?
Reason i ask is those diff balls look like ceramic ones?
Make sure the thrust assembly is in one piece too (washers are not damaged) too much force can cause the washers to fail.
You gave the symptoms as the screw spinning when tightening the diff... did you lose drive completely?
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Mr F.Chimp
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