First off, Bilsteins don't have a slot for a screwdriver, they have flats on the threaded shaft so you can hold the shaft with a small open wrench or pliers while you tighten the nut. Someone correct me if I'm wrong.
If the nut turns with the shaft and requires a wrench to turn, then you're probably okay. I don't know how tight it should be, but if at least 2 or 3 threads are showing above the nut, you should be fine. Tightening the nut is just as you describe. Maybe try a bigger screwdriver. There should be caps over shock mounts. I don't think they're critical.
To get to the rear shocks on a sedan, do an archive search or read on. I don't know if this applies to 126 coupes:
- pull inward the tab at either end of the rear seat bottom where it meets the carpet near the doors
- lift the forward edge of the seat bottom and pull out the seat
- remove the 3 screw holding the seat back to the car. Left, middle and right near the floor. It might be easier to access the middle screw with the armrest down and the thing that holds the seatbelt clips together out of the way.
- review your dockside vocabulary and lift the the seatback 3-4 inches
- pull the seat back forward and out of the way
- peel the black padding at either end to expose the black plastic boxes on each side (the stereo amplifiers)
- remove the amplifier. Just remove the screws and move it out of the way. No need to remove the electrical connections.
- remove the plastic cap behind the amplifier
- you should see the top mount of the rear shock, one on each side
Be careful working on the rear shocks because anything you drop in the hole will be lost forever or until you remove the fuel tank.
81 300SD ... buy me