here is an idea. pop out primer on the shell case, and grab some self tapping metal screws. (the kind you use a nut driver for) Put the shell over the end of the arrow, then drill the self tapping metal screw right through the case, and into the tip of the arrow, you can use it with or without the wingnut, (if you use the wingnut, you will have to grind the inside of the wings a bit, or it wont sit flush, experimenting with some differant sizes of wingnuts might be the answer)
As the head side is a hex head, with a concave top reminisencet of the ace "hex" heads...it should hit with extreme prejudice.
the pressure of the screw going in should tighten up the wood inside the shell casing, and make it so it will stay on?
just an idea, whaddya think?