how old is the caldera? the radio sounds very glitchy to me (range and the reverse issue both from the radio)
if its under 30days old, have redcat replace the reciever (its usually the reciever and not the radio itself)

Or you could pick up a traxxas AM or 2.4ghz radio/rx to replace the redcat one.

also, the same 2.4ghz radio is sold under the flysky name on www.hobbypartz.com for $30 shipped.

replacing the radio or reciever should fix your range and reverse issue.

the dogbones in the caldera make alot of noice as they move in the drive cups. they will cause wear(as with any simillarly setup rc)
you can add a small piece of nitro fuel line on the inside of the drive cups. this will cusion the dogbones and make them rattle alittle less.

you can drive the truck as is tho.

its also a good idea(IMO) to add a fan or heat sink to the motor.

as for the screws that backed out, try slightly longer ones, or maybe ones with a finner thread. if you get fed up, you can always add alittle super glue!