Here's an article from 1975 claiming that the Jesus nut came off the main rotor of an OH-6, causing two fatalities: https://www.google.com/books/edition/The_MAC_Flyer/jBXi6uK1P...

Not to my knowledge, at least in the US.

All aircraft in the US have a manufacturer-decided, and FAA-approved max amount of time between overhauls, and such overhauls are so thorough as to make the aircraft new again. (Sometimes, they even change enough things that the aircraft has to go through airworthiness tests again.)

These overhauls would definitely replace the Jesus nut if there's any hint of problems.

Not a jesus nut failure, but some versions of the Super Puma had a gearbox failure mode that caused several accidents with rotor separation from the helicopter. For example this one that led to grounding of the EC225 and several related models:

https://en.wikipedia.org/wiki/CHC_Helikopter_Service_Flight_...

The wikipedia article has a link to an accident investigation report where unfortunately it was not put back onto the craft after maintenance.