When making the "saw guide" use the cones threaded on backwards and then lock the nuts against the cones. This will prevent the nuts from moving when the saw blade rubs up against them.
Generally speaking one can cut an axle close to square just by eyeballing it. The important thing to remember is to have a nut or two threaded on to the axle behind the cut so the nut(s) can be used as suggested by Andy as thread chaser(s).