Slow down there tiger! Damn dude... lot's of jumbled up questions in this. Okay, in order I will try to answer. Although I have NO clue what buggy you are running and what motor you have, I will still do my best.
1. I am assuming that you mean an O.S. A1 glow plug when you say A(one) but I am not sure. If you have a 1/8 buggy with a .21 motor, I don't know a single .21 that should be running an A1 for any good reason for 99% of conditions. More than likely you want to run an O.S. A5 plug. In either case, you will always be able to find stuff cheaper online, but you have to figure in shipping and the such... it all pretty much works out to be the same honestly. Anyway, $7 for a glow plug is about right... I pay I think $8.99 for my plugs (O.S. A5).
2. I don't know what wheel you are talking about weather it is your front right or your front left when you are looking at it. I also don't know what "different kind of screw" you are talking about, or what "metal piece" they are going into. I don't understand what screws won't stay because you think the screw might rub against the "turning thing or something". I don know what "turning thing or something" you are talking about either.
--- Chances are the "original screws" were designed a certain way for a reason, so you are more than likely not doing something right with that. I'm sure if put together properly, things will fit. If you are speaking of a metal screw that gets threaded into metal threads, then yes, you can use lock-tight and should. I don't know if an extra A-arm is going to help you out here unless something is wrong with the A-arm that is already on the car... assuming it's the correct one.
From the sounds of it, your car is not setup properly with the correct parts. It is very hard to make out what you are talking about when your post is that jumbled up... but that's the best I can do. Pictures and better English will help diagnose a problem better, I can assure you.
BTW, for future reference, you can start ONE thread with questions... you don't need to start 4+ threads all basically about the same exact thing. The search feature works well on this forum too. Have you even thought about taking your car BACK up to the LHS and having THEM look at it and help you out in person? From all of the problems you are having with it... it would probably be advantageous for you to have another person look at it... in person, not over the Internet. Things to think about. Just trying to help.