Wow, there's been a lot of great replies already.
Duke, our guns aren't different marks. The original nozzle also screwed off. Unfortunately, I cannot remember what happened with it. I screwed a waterballoon filling nozzle onto the male threaded ends where the nozzle screwed on. When I pulled the trigger the force was so great that it ripped the waterballoon filler off and launched it like 40 feet into the air. I then tested the gun out with a brass conical blasting nozzle that was even longer than the one pictured above. It was 6" if I remember correctly. I had the exact same problem you mentioned, it wouldn't fire at full pressure. I don't get what was wrong. I took the gun apart, depressurized it, put it back together. It fired without a nozzle, so I put the brass conical nozzle back on, repumped, pulled the trigger and it wouldn't fire. I was in CT at this point, so I let DX take a look at it, and I can't remember the conclusion that he came to, but when I got it back I had the same problem and in trying to get the brass nozzle off I almost completely broke the male threaded end off. That's why you see the rough ridge on the bottom right part of the nozzle aperture. So, that's how I got to where I am now.
Drench, the picture isn't good at showing this, but I can actually fit almost half an inch of the little pipe into the open/broken nozzle aperture. It's pretty close to a snug fit.
With that being said, I still think you're right, I need more than just a snug fit and some epoxy to keep the pipe attached without being launched off the end of the gun. This may be a little different from what you're talking about doing, but here's an idea I came up with.
The grey pipe is the current pipe I already have that fits into the nozzle aperture. The orange male threaded piece is going to be the male threaded adapter which I have shown in the first pic. I need to cut off the quick adapt piece (with the o ring) where the red line is.
Then, the areas highlighted in blue will be touching and I want to find a pipe that has an internal diameter the same size as the outer diameter of the section highlighted with blue. I will smooth the hexagonal edges on that part of the male adapter, add some epoxy to the male adapter and the lip of the nozzle aperture and fit the larger pipe over both pieces to hold them together, as indicated by the magenta "larger pipe" in my paint diagram.
Do you think this will hold?