I had exactly this problem whilst overlanding in Africa, had various people look at it, new half shafts and drive members and no joy. I eventually resolved the issue after a fashion by cutting a circle of conveyor belt rubber to fit inside the wheel to prevent any movement.

I subsequently replaced the entire rear axle and the problem never occurred with this axle, I have recently replaced the drive members with Maxi drive with which the problem cannot happen.

In answer to your original question though the only thing holding the shafts in is the end of the splines!