Never ever EVER mix up different brand (or new with used) bearings and races!! That's the 2nd-quickest way to a bearing failure (after overtightening).
ALWAYS use the race that comes with a bearing as a set. If that means knocking some piece of crap out from a new rotor, then do so.
(buddy of mine just bought brand new top-of-the-line Raybestos AT rotors for his... To both of our disgust, we find a pair of POS chinese races inside of both rotors
All this does is creates unneeded hassle in order to be able to install the Timken races for his Timken bearings)
As for the lock ring slipping (letting the inner nut turn), this is something not unheardof on Dana axles.
What you'll probably have to do is take your lock ring (the one with the holes in it) and hit the end of the indexing tab with a welder just a bit to lengthen it a couple mm, then using a Dremel or similar rotary tool, shape it down flat so that it rests flat both against the spindle nuts and down into the spindle groove. This should keep it from riding up out of the groove as you tighten the outer nut. If you don't have a welder, maybe a muffler shop can do it for you.
(alternatively, you might be able to bend the ring oval very slightly in a vise so the tab sticks further down into the spindle groove, though they are pretty brittle and will break easily if you go too far with it, I'd do it by welding the tab if possible).
I thought there were pics somewhere around here someone posted of having done this (weld the tab), not having much luck finding it though...