I was building up a rear wheel with brand new spokes and nipples. I used linseed oil on the threads so that when it dries it hardens. When I stress the wheel/spokes the threads slip, causing the spoke to come out of the nipple, but it's can still thread the spoke into the nipple. Could this be because I didn't give the linseed oil a chance to dry a little bit. Or should I just use grease. These are just standard spokes you can get at the bike shop for a buck. Thanks.
There is one major cause of this problem and it is putting a 1.8mm aka 15ga spoke in a 2.0mm/14ga nipple.
This mismatch will screw together and hold under some tension, but then slip.
It is easy to test. Obtain a known 15ga nipple. If it can screw on to your spokes at all, it confirms the problem.
The same thing could happen with a 2mm spoke in a 2.3mm nipple presumably. Those are visually chunky though, whereas 1.8 and 2.0mm nipples look identical except for the hole.
I can imagine a fringe outlier situation where poor part quality alone causes this, but it seems really unlikely.
If the spokes were way too short, like with a bunch of thread showing, that may be able to cause it too, but you'd probably notice that.
Your prep choice is not the issue here. Linseed oil does take a while to fully set up, but it's not what's mechanically holding the wheel together. Ideally you complete the wheel before it sets up and gets gummy because it's easier to make small adjustments then.