I don't think copper anti-seize would be as helpful, Ed. What is needed is a non-oxidizing bond between the brass piece that the retaining screw will bite into. Solder should work and I'm also looking into alternatives using copper. I'd suggest using a lock washer if your screw doesn't have one. That will add a contact spot.
Another member is helping by looking into alternative capacitor choices. As I've said before, that decision is a see-saw. You need one that works at high temps, you need one rated for .22uF, you need one that's a certain size, you need this and that and soon you learn the choices aren't as plentiful as you had hoped. But I am positive the answer is lurking...
Yes, Greg. If you can, that will be good. Please send a PM so I can send a replacement to you.