Check the tail of the arrow (where the nock inserts into the shaft) to ensure there is no crack in the arrow. If that's not it, get new nocks. They shouldn't just "fall out" like that. Worse case scenario, wrap the base of the nock in some thread tape (such as teflon, just 1 wrap will be enough) and reinstall.

As far as your shooting goes......You can change arrow weights by a heck of a lot and not have any real difference in your impact point at 20 yards. As far as your groups are concerned, that may or may not have anything to do w/ the new arrows. Bow tuning, your form...lots of things to consider there. And the Easton Axis isn't the most consistent arrow money can buy, either. IMO, for the price they are getting for those, they should be better.