I've had that happen with certain sets of arrows but it isn't a consistant problem so I don't know if it is temperature related or what. I don't use Duco, but rather Fletch-tite, so I can't comment on your specific combination of stain and cement. Is the stain the only thing you put on or did you topcoat them with a polyurethane or lacquer? I have used wipe stains (Watco for example) without a topcoat and found that in my garage environment in winter it took several days to fully cure! I had feathers pop off and learned that letting the stain thoroughly cure solved the problem. So you might try getting them into a warm environment so that the solvents in the stain can completely flash off.
Another thing I've found on occasion, not always, is that a super smooth dipped finish doesn't provide a surface that glue can grab onto well. So I steel wool my finished arrows lightly with 000 steel wool to make teeny-tiny scratches in the surface that the glue can bite into.
The last thing I'd suggest if you don't already to it, is to put a bb-sized drop of glue on the fore and aft end of each feather after you take them out of the clamp. It really adds to the holding power.
As a last resort you can wrap fine thread about the fletching after you are done with them; a search of Tradgang.com could probably yield a photo and description of the process. If you got yourself the Traditional Bowyer's Bible or The Bowyer's Craft you'd find it there, too.
