It goes against what you normally would do, but never crank down the wheel nuts on the Losi mini's. They will bind up and cause it to pull in one direction or another.
I usually tighten until just snug, then back off 1/4 turn.
Haven't lost a wheel yet
Do you have ball diff or the stock geared diff? If ball, it may have loosened up. Bolt would need to be tightened if the nut isn't stripped. Also if a ball diff is put in the wrong direction in tranny case, it will loosen as it is run.
Axle pin slipping in the hub (as was said earlier) is usually the problem. Are you certain the pin isn't sllipping out of the cross slot in the hub when power is applied and wheel on track?
Is tire glued to wheel, I know that sounds silly but I did see it happen once when the glue dried out.