Mike
I have posted two pics CL1 and CL2
Which clamp are you using, if using CL1, then take the clamp off the machine hold it in a pait of pliers and hold it to the light so that you can see through the clamping slot, now tighten the screw, you will now see that by virtue or the design that the slot closes from the front of the slot, leaving a slight gap closer to the clamping screw.
In conclusion this means that if you are using heavier blades such as a 7 or 9 then they will clamp ok, but anything thinner and they just wont hold.
If you are using CL2 then it could well be a case that the ends of the grub screws are not truly flat, and thus they clamp only part of the blade, and then with a little vibration and force against the blade they just pop out.
IN either case it is not ideal and has driven me crazy at time, so when I have got all my current orders ready for posting tomorrow I will take the clamps off my machine and shoe what I did to correct the problem
HTH
Dave