When you have finished the taper turning, pull the cross slide back towards you until it stops (should be back in the same position that it was when uncoupled) screw in the centre plug until it bottoms making sure that the nut is backed off enough not to touch, and then tighten the nut. They do not have to be very tight. The leadscrew should then be back working. I just use a cranked ring spanner on the nut and tighten until you cannot stop the wheel slipping in the fingers.
The choice of holes in the end of the cross slide is the nearest for internal and the rear one for external. The tool height is critical for tapers, it must be exactly on the centre line, or the tapers won't be straight. The whole taper turning attachment is held on the rear of the lathe bed by tee bolts and can be moved left and right to get the taper turning lined up with the workpiece. If you want to copy something critical like a Morse taper. you will need to fix a DTI to the toolpost, preferably the finger type and run it along the centreline of the same size MT set true in the chuck to fine adjust the taper. With that you need to be within a few seconds of arc which is far finer than the scale on the taper turning attachment.