Rather than use a cyanoacrylate or superglue, I use hot glue to keep the connections in place. I used to have a negative perception of using hot glue because it seemed amateur and trashy. After having dismantled many Furbies and Talking Elmos, I see it frequently makes it in the final product. I’ve since reconsidered, and now, I like hot glue because it is convenient and can be removed later if there is a need to check a connection or replace a part.
Diffusing and attaching the lights to a project: Hot glue is the default, commonly and conveniently comes in both clear and milky white! I also use Elmer’s All Purpose Glue because it comes in white and dries mostly clear, seals surfaces, allows most paints, glitters, powders, and such to be added for effect.