Any ideas on what to do to keep the spring from coming/falling out of the shaft?
I installed a 1954 Corvette exhaust manifold on my rebuild and the spring I bought keeps falling out. Luckily I have found it each time and didn't loose it out on the streets of Dallas!
That '54 Corvette exhaust manifold will never work on whatever engine you put it on, sadly.
If you send me a PM with your mailing address, I will provide my address and send you money for shipping it to me...
On a slightly more serious note, I would make sure that you have the correct spring.
Does it look like the slot which the spring goes in has been spread? I would not try to spread nor mash the slot whatsoever.
In your case, you would be better off making a shim to take up the slack. Stainless steel or copper would hold up fine in that environment.