To hold the shaft, I'd bore out a bit of scrap the same diameter as a wheel arbour, then cut is in half. Clamp the arbour firmly on the shaft, then clamp the arbour in a vice, using the bits of scrap to hold it. That'll hold the shaft quite firmly.
If you haven't got them already, get some hook and pin spanners. They work a lot better than the punches that some gorilla has already been using. I got some from Gedore at a surprisingly decent price.
As to the hand of the thread, best bet is to work on the assumption that any slipping of the pulley should serve to tighten the nut, same as the wheel arbour.