Yeah, I have DJAuto headlights in one of my cars and have, like you, had the studs pull right out (in fact, all three of them on one, and two on the other headlight)! So I know what you mean. It's one of the reasons I spent the extra bucks for real Volvo-Cibies in my other car.
You can really see the difference in mounting the studs: in the DJAuto's lamps, the studs are clearly pressed into existing (molded) holes in the lamp -- you can see the whole stud's top. In the Volvo-Cibies, the studs have been included in the lamp's original molding (the base of the stud is hidden under the plastic's surface), and can't pull out.

Anyway, for the DJ's, when they pulled out, I glued them with a adhesive called 3M's 5200. It's found in any good boating store (I'm a boater), and is used to permanently fasten deck fittings. It stays somewhat flexible (i.e., it's not brittle like epoxy), stands up to changes in temperature, saltwater, etc., and really never lets go. There's another product, 4200, that's somewhat capable of being removed, so don't confuse them -- use 5200 if you want permanent!

It's been a few years, and they haven't pulled out again yet!

Good luck.