Getting the first cylinder right could have been luck. By the time I’d completed the second one, I think I knew what I was doing. So here, for future Rene, are the fixtures I came up with to get the cylinders together straight, with a minimum of fuss!
A bar clamp holds the ends parallel for soldering (from the back). Scrap wood keeps the clamp from sucking up all the heat. Note the jig holding the crosshead guides in alignment. 
Scrap wood (HO 4×12) supports the crosshead guide and oil cup in alignment for soldering. 
The oil cup is formed from 1/32″ wire, taped in alignment with the first oil cup. You need to site along the cross head guides to ensure they are parallel in that plane too. 
The finished cylinders look to my eye good and more importantly run smoothly.
Looking good!
You know I don’t think tape gets enough credit for advancing mankind!
md
I confess I considered making a more robust fixture, but it really wasn’t required!
I routinely use painters tape to hold parts while soldering and machining.
Yes, that and double-sided tape are never out of reach.