Okay, so typically the actuating rod is being held by the piston that pushes out when it's rotated. The rod has a notch. If it's falling out it means you've got it articulating too much. Brakes need to be tighter, and the travel of the linkage less.
Nitro can be very frustrating for people new to the hobby. There's a lot of nuances in terms of tuning that go beyond even the engine itself that you won't find in electric. For example, the brakes, transmission, throttle curves, it's definitely trickier and there's more that can go wrong...