With many thanks to the helpful replies I had earlier on here, I've had success with Araldite 2-part.
2 axle boxes still on after about 2 weeks intermittent use.
I also had some success with NoMoreNails, but only on 1 outer axle.
NoMoreNails didn't work on an inner axle, the axle box came off soon after when running.
I put the glue on the axle, not on the axle box, then pushed the axle box on, then put more glue around the base, So there is quite a blob of glue as shown in my picture. NoMoreNails the white stuff on the top left, and Araldite 2-part on the top middle axle. I guess the Araldite looks better as it's not white, but I can't see either when on the track.
I also tried PVA and Gorilla Superglue Gel but had no luck with those.
I also used replacement axle boxes that Hattons sent to me. These seemed to be a tighter fit, but I might be just imagining that.
I agree with other posters on here, perhaps if the axle was a bit longer it would avoid this problem.
Steve