Your process involves two brands of CA (including some that was provided as part of a 'starter kit' which means that the age is unknown), and with different application methods, and with and without scuffing the tubes with sandpaper. Its hard to figure out what is going wrong when you can't correlate failures with specific materials and methods.
One approach to diagnosing what is happening here is to embark on a careful series of experiments in which you record the materials and methods, and then correlate those with the outcome. to determine which combinations aren't working. Unfortunately, that approach will likely cost a lot of money and frustration. Instead, I may make more sense to adopt a set of materials and methods that are known to work.
My experience suggests the following:
1. CA is not the best option for gluing tubes. Instead, I prefer to use polyurethane glue (such as the original Gorilla Glue) because it expands to fill the gap between the blank and the tube, and because it sticks very well to the tube (and it seems to always get on your hands - an obvious negative - so wear rubber gloves). Two-part epoxy is also good, but having to mix it is a PITA. It's almost like having to decide between two bad choices! CA is brittle when it is cured, while PU and epoxy both remain a bit resilient, so they are better able to withstand the stress of milling the end of the blanks and turning the pen.
2. CA glue does age, especially if the storage conditions aren't controlled. The best way to store CA is to refrigerate it. If you don't know how old the CA is, or how it was stored, it probably should not be relied upon for critical applications. I would be very suspicious of CA that came in a starter kit purchased from a hardware store because you don't know its heritage.
3. Polyurethane glue cures better and faster in the presence of moisture. I have found that when gluing tubes in wood blanks, the best way to add moisture is to run a little water through the hole in the blank. The water will quickly soak into the raw wood inside the hole through the blank to accelerate curing, and also encourage the glue to migrate into the fibers of the wood making the joint stronger.
4. You can either apply glue to the tube, or to the hole in the blank. Because I wet the inside of the hole, I prefer to apply glue to the tube and then rotate it as I push it into the hole. But I also put a little glue inside the end of the hole through which I push the tube. Remember the general rule that when you push a tenon into a round mortise, the edge of the mortise will act a bit like a squeegee to scrape the glue off the mortise, leaving a starved joint. Polyurethane glue is VERY sticky, so it doesn't peel off of tenons as easily as CA or PVA glue (and when gluing brass tubes in blanks, PVA is absolutely the wrong glue because it won't adhere to brass). And the recommended drill size generally allows a small gap between the tube and the blank for glue. But applying glue on both the tube and the blank increases the chances that glue will be spread deeply into the hole.
5. It is critical that the tubes be scuffed to create a rough surface. Either PU or epoxy will stick to brass, but scuffing the surface means that when the glue in the gap between the wood blank and the tube cures, it will harden in the scratches which then mechanically locks the tube in the hole in the blank. In addition, scuffing the tube removes any corrosion which helps the adhesion between the glue and the tube.
