1) LocTite needs to be absolutely free of all grease and oil in order to work (setup). If you use silicone lubes or wipes, that can be a bear to remove. Spray carb cleaner or use lacquer thinner on a swap for both the Male and Female fasteners is required. Lots of compressed air is suggested.
2) LocTite also needs the presence of metal ions to activate. So it won't work if there's any paint on the female thread, or you're trying to use black coated screws. Obviously, nylon and other non-metal fasteners are out.
3) There is a blue thread locker from China available at cheaper hardware stores that doesn't work worth a toot. LocTite owns Permatex. It's worth your effort to get the REAL thing. So auto stores might have it labeled as Permatex, while commercial suppliers call it LocTite.
Hope this helps.