there is no reason to seal between the plywood and in fact it could hurt the roof. plywood needs expansion gaps for temperature changes. If the ply is 3/4 you should be using roofing nails long enough to penetrate though the bottom of the ply at least 1/4 inch.
Pics would be great........ you just need to penetrate the flashing with the nails by hitting them hard. one sharp strike should start them.
oh and yes a big box store or many "hardware" stores have very incompetent workers who know less than you......they like it that way so they dont badmouth the low quality products they sell........if you need real help try a building supply store with contractors parked in the lot.....thoose guys usually have a real idea of what to do.
