I know there was a thread on this issue, but I can't find it, as I learned something perhaps I should share.
Like many others I have heard about, losing of the rear wheel high hats has been an issue. I know I have lost three in the last year.
I've had an issue with my left tag high hat, the same position as the last one that left. I removed the high hat, repositioned the hold-on brack to assure the two little tabs in front are positioned right at the housing flange end and tightened it as hard as I could with a screwdriver. After driving a couple of hunderd miles I checked it, still it has wiggled about 3/16" off. Off being the cap had moved slightly out. I could push it back on, and although it seemed to fit tight, I could still move it slightly up and down,
So, when all else fails.....Read the directions. So I looked both ways to make sure my wife didn't see me reading the install instrctions. I noticed something in the instructions I had never done. The holder assemble is secured with a stainless hose clamp that is tightened using the one stanard screw. I have always used a screw driver on this type of clamp and it always did the trick. But the instruction say to use a 5/16" wrench or socket. So I removed the cap again and tightened the screw again using a driver. Now when I had it as tight as I could make it I took a 5/16" wrench and attempted to tighten it further. Oh yes! It turned near a half more turn or more. I re-installed the high hat and low and behold. The high hat no longer would move up and down.
So, I have about 3000 miles to track from the west coast to Florida. Let's see if this is the answer.
Just thought this was worth passing on.