Not sure on assembly of shower faucet
you have sort of answered your own question - let me elaborate

1)  the valve body should be secured somehow to avoid fore and aft movement.  the movement flexes pipes and joints that arent meant to be flexed, and it is this movment that keeps unscrewing the trim face screws.  you can simply cut a hole on the rear wall the valve is within, and place a mounting block in there.  then cover the hole with a pop in cover or patch the wall outright.  if you have no access, then unfortunately, this means the valve is only held to the front abs sheet by compression between the rough in plate and the trim escutcheon.  i would switch the screws to socket head pan screws if you are going to use threadlocker, and only use removeable strength locker.  otherwise, you may have a hard time removing the stock philips head screws down the road.

2)  the two foam seals are very important as they prevent water ingress behind the escutcheon plate.  if they are worn, you can get replacements from some companies (moen has them) but you can just make your own from adhesive foam weatherstripping.  make sure you leave the gap in the outer one and make sure you orient it to the bottom (it acts as a wicking hole).  when you reassemble everything, put a small bead of silicone around the point where the escutcheon meets the shower liner, and where the escutcheon sleeves the valve shaft cover.  just make sure you leave a small gap at the bottom to allow for wicking.

3)  the o ring to me doesnt seem to serve any purpose other than to act as a circumferential spacer to retain the decorative cover.  or it could be assembled incorrectly originally, or its a feature in a valve i am unfamiliar with.  

hope that helps