set-nut

from The Century Dictionary.

• noun A nut screwed home on top of another, to take up any slack in the fitting of the threads and increase the friction of the helical surfaces on each other, so that unscrewing will be less likely or will be prevented; a jam-nut; a safety-nut; a pinching-nut.
• noun A jam-nut with a radial set-screw made home against the stock of the bolt, so as to lessen the likelihood of the unscrewing of either nut.